A note on local asymptotic behavior for Brownian motion in Banach spaces.
A note on one-dimensional stochastic equations
We consider the stochastic equation where is a one-dimensional Brownian motion, is the initial value, and is a time-dependent diffusion coefficient. While the existence of solutions is well-studied for only measurable diffusion coefficients , beyond the homogeneous case there is no general result on the uniqueness in law of the solution. The purpose of the present note is to give conditions on ensuring the existence as well as the uniqueness in law of the solution.
A note on parabolic convexity and heat conduction
A note on reflecting Brownian motions.
A probalistic solution of the Neumann problem.
À propos de l’inverse du mouvement brownien dans
A renormalized local time for multiple intersections of planar brownian motion
A representation for non-colliding random walks.
A representation result for time-space brownian chaos
A Riemann approach to random variation
This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.
A semigroup charaterization of the multiparameter Wiener process.
A semi-markovian model for the brownian motion
A simple proof of the logarithmic Sobolev inequality on the circle
A stochastic phase-field model determined from molecular dynamics
The dynamics of dendritic growth of a crystal in an undercooled melt is determined by macroscopic diffusion-convection of heat and by capillary forces acting on the nanometer scale of the solid-liquid interface width. Its modelling is useful for instance in processing techniques based on casting. The phase-field method is widely used to study evolution of such microstructural phase transformations on a continuum level; it couples the energy equation to a phenomenological Allen-Cahn/Ginzburg-Landau equation...
A superprocess involving both branching and coalescing
A trivariate law for certain processes related to perturbed brownian motions
A Uniform Law of the Iterated Logarithm for Brownian Motion on Compact Riemannian Manifolds.
A weighted empirical interpolation method: a priori convergence analysis and applications
We extend the classical empirical interpolation method [M. Barrault, Y. Maday, N.C. Nguyen and A.T. Patera, An empirical interpolation method: application to efficient reduced-basis discretization of partial differential equations. Compt. Rend. Math. Anal. Num. 339 (2004) 667–672] to a weighted empirical interpolation method in order to approximate nonlinear parametric functions with weighted parameters, e.g. random variables obeying various probability distributions. A priori convergence analysis...
A zero-one law for integral functionals of the Bessel process
Abel transform and integrals of Bessel local times