Now showing items 46-65 of 112

• #### Hitting a boundary point with reflected Brownian motion ﻿

(Springer-Verlag, 1992)
An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a half-plane to hit a fixed boundary point.
• #### Homotopical Topos Theory ﻿

(2012-05)
The purpose of this book is two-fold: (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, 1991-10)
A version of the boundary Harnack principle is proven.
• #### Intersection local time for points of infinite multiplicity ﻿

(Institute of Mathematical Statistics, 1994-04)
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 two-dimensional 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, 1995-10)
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 4-stable process ﻿

(Institute of Mathematical Statistics, 1996-02)
An Ito-type formula is given for an asymptotically 4-stable process.
• #### Labyrinth dimension of Brownian trace ﻿

(Institute of Mathematics, 1995)
Suppose that X is a two-dimensional Brownian motion. The trace X[0, 1] contains a self-avoiding continuous path whose Hausdorff dimension is equal to 2.
• #### Lagrangian Mechanics ﻿

(2009-01-12)
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 ...

(1997)

(1974)

(2010)
• #### Lenses in skew Brownian flow ﻿

(Institute of Mathematical Statistics, 2004-10)
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 ﻿

(Springer-Verlag, 1995)
We show that the Hausdorff dimension of every level set of iterated Brownian motion is equal to 3/4.
• #### Lifetimes of conditioned diffusions ﻿

(Springer-Verlag GmbH, 1992)
We investigate when an upper bound on expected lifetimes of conditioned diffusions associated with elliptic operators in divergence and non-divergence 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, 2001-10)
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 non-Lipschitz 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) = ...
• #### Mathematical articles and bottled water ﻿

(American Mathematical Society, 2002-05)
The system for publishing mathematical articles should be reformed and the new system should resemble, on the economic side, the bottled water industry. My main theses are: (i) the results of the mathematical research ...
• #### Mathematical Aspects of General Relativity ﻿

(2006-09-08)
These notes can serve as a mathematical supplement to the standard graduate level texts on general relativity and are suitable for self-study. The exposition is detailed and includes accounts of several topics of current ...