Browsing Mathematics, Department of by Title
Now showing items 4463 of 112

The Heat Equation and Reflected Brownian Motion in TimeDependent Domains
(Institute of Mathematical Statistics, 200401)The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving boundaries, also known as "noncylindrical domains," and its connections with partial differential equations. Construction ... 
The heat equation in time dependent domains with insulated boundaries
(Academic Press (Elsevier), 200410)The paper studies, among other things, two types of possible singularities of the solution to the heat equation at the boundary of a moving domain. Several explicit results on "heat atoms" and "heat singularities" are given. 
Hitting a boundary point with reflected Brownian motion
(SpringerVerlag, 1992)An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a halfplane to hit a fixed boundary point. 
Homotopical Topos Theory
(201205)The purpose of this book is twofold: (1) To give a systematic introduction to topos theory from a purely categorical point of view, thus ignoring all logical and algebraic issues. (2) To give an account of the homotopy ... 
The "hot spots" problem in planar domains with one hole.
(Duke University Press, 2005)There exists a planar domain with piecewise smooth boundary and one hole such that the second eigenfunction for the Laplacian with Neumann boundary conditions attains its maximum and minimum inside the domain. 
Hölder domains and the boundary Harnack principle
(Duke University Press, 199110)A version of the boundary Harnack principle is proven. 
Intersection local time for points of infinite multiplicity
(Institute of Mathematical Statistics, 199404)For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a which is supported on the set of points where twodimensional Brownian motion spends a units of local time. The measure ... 
Isogonal prismatoids
(Springer New York, 1997)A prismatoid is a polyhedron with all vertices in two parallel planes. A polyhedron P is isogonal if all its vertices form one transitivity class under isometric symmetries of P. Although these restrictions appear very ... 
Iterated law of iterated logarithm
(Institute of Mathematical Statistics, 199510)Suppose [epsilon] [is a member of the set] [0, 1) and let theta [subscipt epsilon] (t) = (1 − [epsilon]) [square root of] (2tln [subscript] 2 t). Let L [to the power of epsilon] [subscript] t denote the amount of local ... 
Ito formula for an asymptotically 4stable process
(Institute of Mathematical Statistics, 199602)An Itotype formula is given for an asymptotically 4stable process. 
Labyrinth dimension of Brownian trace
(Institute of Mathematics, 1995)Suppose that X is a twodimensional Brownian motion. The trace X[0, 1] contains a selfavoiding continuous path whose Hausdorff dimension is equal to 2. 
Lagrangian Mechanics
(20090112)My original set of lectures on Mechanics was divided into three parts: Lagrangian Mechanics, Hamiltonian Mechanics, Equivariant Mechanics. The present text is an order of magnitude expansion of the first part and is ... 
Lectures on Arrangements
(1974) 
Lectures on Lost Mathematics
(2010) 
Lenses in skew Brownian flow
(Institute of Mathematical Statistics, 200410)We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding ... 
The level sets of iterated Brownian motion
(SpringerVerlag, 1995)We show that the Hausdorff dimension of every level set of iterated Brownian motion is equal to 3/4. 
Lifetimes of conditioned diffusions
(SpringerVerlag GmbH, 1992)We investigate when an upper bound on expected lifetimes of conditioned diffusions associated with elliptic operators in divergence and nondivergence form can be found. The critical value of the parameter is found for ... 
Local time flow related to skew Brownian motion
(Institute of Mathematical Statistics, 200110)We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic differential equation defining the skew Brownian motion, starting from different points but driven by the same Brownian ... 
The Martin boundary in nonLipschitz domains
(American Mathematical Society, 1993)The Martin boundary with respect to the Laplacian and with respect to uniformly elliptic operators in divergence form can be identified with the Euclidean boundary in C [to the power of gamma] domains, where [gamma](x) = ...