On the Asymptotic Behavior of the Storage Process Fed by a Markov Modulated Brownian Motion

Consider a storage model fed by a Markov modulated Brownian motion. We prove that the stationary distribution of the model exits and that the running maximum of the storage process over the interval [0, t] grows asymptotically like log t as t→∞.     

Large Time Behavior of a Weak Solution for Non-Newtonian Flow

This paper concerns large time behavior of a regular weak solution for non-Newtonian flow equations. It is shown that the decay of the solution is of exponential type when the force term is equal to zero and the domain is bounded. Moreover, the ratio of the enstrophy over the energy has a limit as time tends to infinity, which is an eigenvalue of the Stokes operator.     

Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in H¨older Norm

In this paper, we first prove Schilder's theorem in H¨older norm(0 ≤α 1) with respect to Cr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for Cr,p-capacity in the stronger topology.     

Dimensional Properties of Fractional Brownian Motion

Let B^α = {B^α（t）,t E R^N} be an （N,d）-fractional Brownian motion with Hurst index α∈ （0, 1）. By applying the strong local nondeterminism of B^α, we prove certain forms of uniform Hausdorff dimension results for the images of B^α when N 〉 αd. Our results extend those of Kaufman for one-dimensional Brownian motion.     

Large Time Behavior for a Simplified 1D Model of Fluid–Solid Interaction†

Abstract

In this article we consider a simple model in one space dimension for the interaction between a fluid and a solid represented by a point mass. The fluid is governed by the viscous Burgers equation and the solid mass, which shares the velocity of the fluid, is accelerated by the difference of pressure at both sides of it. We describe the asymptotic behavior of solutions for integrable data using energy estimates and scaling techniques. We prove that the asymptotic profile of the fluid is a self-similar solution of the Burgers equation with an appropriate total mass, and we describe the parabolic trajectory of the point mass. We also prove that, asymptotically, the difference of pressure to both sides of the point mass vanishes.     

Non-Diffusive Large Time Behavior for a Degenerate Viscous Hamilton–Jacobi Equation

The convergence to non-diffusive self-similar solutions is investigated for non-negative solutions to the Cauchy problem ? _t u = Δ _p u + |? u| ^q when the initial data converge to zero at infinity. Sufficient conditions on the exponents p > 2 and q > 1 are given that guarantee that the diffusion becomes negligible for large times and the L ^∞-norm of u(t) converges to a positive value as t → ∞.     

A Functional LIL for m-Fold Integrated Brownian Motion

Let {Xm(t),t∈R } be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm (LIL) for Xm(t) is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for Xm(t) is also obtained.     

Asymptotic Behavior of Nodal Solutions for Semilinear Elliptic Equationsin R~n

§１．　ＩｎｔｒｏｄｕｃｔｉｏｎＲｅｃｅｎｔｌｙ，ｔｈｅｓｅｍｉｌｉｎｅａｒｅｌｌｉｐｔｉｃｅｑｕａｔｉｏｎｓ△ｕ＋ｆ（ｕ）＝０（１．１）ｕ（ｘ）→０ａｓ｜ｘ｜→∞（１．２）ｉｎＲｎｗｅｒｅｃｏｎｓｉｄｅｒｅｄｗｉｄｅｌｙ（ｓｅｅ［１］－［７］）．Ｉｎｔｈｅｎｉｃｅｐａｐｅｒｓ［１］ａｎｄ［２］，ｉｔｗａｓｐｒｏｖｅｄｔｈａｔａｎｙｐｏｓｉｔｉｖｅｓｏｌｕｔｉｏｎｏｆ（１．１）ｍｕｓｔｂｅｒａｄｉａｌｉｎｃａｓｅｆ（ｕ）∈Ｃ１＋δ（δ＞０）．Ｔｈｅｒｅｆｏｒｅ，ａｎｙｐｏｓｉｔｉｖｅｓｏｌｕｔｉ…     

Asymptotic Behavior of Generalized Risk Processes

In this paper, the asymptotic behavior of generalized risk processes without any moment assumptions on the controlling process is described.     

Brown运动的逗留时与首中时

设为中的标准Brown运动,对0＜α,记本文求出了X在首中球面之前逗留在Bα内的时间的Laplace变换,在首中之前逗留在Bαb内的时间的Laplace变换以及在首中之前逗留在Bαb内的时间的Laplace变换．作为推论,求出了X关于球面首中时的Laplace变换,逗留在球内总的时间的Laplace变换及逗留在球壳内的总的时间的LaPlace变换．     

临界超布朗运动的渐近行为

本文证明了在一般的初始测度下，Dawson所获得的临界超布朗运动的渐 近定理并不成立，对于一般分支特征的临界的超布朗运动以及一般寝始测度，本文获得了它的渐近行为的阶的两个估计。     

Large Time Asymptotics for Brownian Hitting Densities of Transient Concave Curves

With appropriate regularity assumptions on the increasing concave function x=(t)<0, the hitting time density p(t) for a transient curve x=(t) by a 1-dimensional Brownian motion is shown to satisfy Here r is the probability of eventually hitting the curve and (t)=t ^–1/2(t).     

Brownian Motion Indexed by a Time Scale

In this article, we generalize Wiener's existence result for one-dimensional Brownian motion by constructing a suitable continuous stochastic process where the index set is a time scale. We construct a countable dense subset of a time scale and use it to prove a generalized version of the Kolmogorov–?entsov theorem. As a corollary, we obtain a local Hölder-continuity result for the sample paths of generalized Brownian motion indexed by a time scale.     

Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time

We study the asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time \(Z_t:= X_{Y_t},t \geqslant 0\), where X is a fractional Brownian motion and Y is an independent Brownian motion.     

Asymptotic Windings of Brownian Motion Paths on Riemann Surfaces

We study asymptotic winding properties of Brownian motion paths on Riemann surfaces by obtaining limit laws for stochastic line integrals along Brownian paths of meromorphic differential 1-forms (Abelian differentials).     

次分数布朗运动局部时的研究

设X^H={X^H(t),t∈R+}是一个取值于R^d参数为H的次分数布朗运动.本文给出了X^H在单参数情况下局部时的Holder条件和尾概率估计.同时,还给出了X^H在多参数情况下局部时的存在性及L^2表示.     

Large Deviations for the Brownian Motion on Loop Groups

We shall develop the method of projective limit to establish the large deviations principle in the context of loop groups. The symmetries of Lie group allow us to obtain the exponential tightness.     

超布朗运动在临近灭绝时的行为

本文研究具有一类较广泛分支特征的超布朗运动在临近灭绝时的行为，主要得到了在临近灭绝时它的支撑的直径几乎处处收敛到零     

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

Abstract

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H > 1/2 and a multidimensional standard Brownian motion. The proof relies on some a priori estimates, which are obtained using the methods of fractional integration and the classical Itô stochastic calculus. The existence result is based on the Yamada–Watanabe theorem.