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Growth-fragmentation process embedded in a planar Brownian excursion
The aim of this paper is to present a self-similar growth-fragmentation process linked to a Brownian excursion in the upper half-plane
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An Ethnoarithmetic Excursion into the Javanese Calendar
A perpetual calendar, a calendar designed to find out the day of the week for a given date, employs a rich arithmetical calculation using congruence....
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On the Shape of a High Excursion of a Gaussian Stationary Process
We investigate the shape of an excursion above a high level u by a stationary Gaussian process. The shape depends on the conditioned mean and...
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From moving masses to bending spaces: an excursion in metric geometry
Welcome to the Springer Math Podcast. In this month’s podcast, Camillo De Lellis, a researcher at the Institute for Advanced Study in Princeton,...
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An Excursion Through Partial Differential Equations
Presenting a rich collection of exercises on partial differential equations, this textbook equips readers with 96 examples, 222 exercises, and 289...
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Excursion Sets of Gaussian RF
Random sets models derived from truncated RF, with an application to Gaussian random functions, are introduced. Covariance and order m central...
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An Ethnoarithmetic Excursion into the Javanese Calendar
A perpetual calendar, a calendar designed to find out the day of the week for a given date, employs a rich arithmetical calculation using congruence....
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A Succinct Proof of Defant and Kravitz’s Theorem on the Length of Hitomezashi Loops
We provide a much shorter proof of Defant and Kravitz’s theorem that the length of Hitomezashi loops is congruent to 4 modulo 8. Our novel idea is to...
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On the number of excursion sets of planar Gaussian fields
The Nazarov–Sodin constant describes the average number of nodal set components of smooth Gaussian fields on large scales. We generalise this to a...
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An Excursion to Multiplications and Convolutions on Modulation Spaces
We give a self-contained introduction to (quasi-)Banach modulation spaces of ultradistributions, and review results on boundedness for...
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Limit theorems of Brownian additive functionals
We reconfirm some classical results that the local time process is a proper scale to find limits of additive functionals of Brownian motion [
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Decompositions, Traces and Excursions
We study the decompositions induced by splitting the set X of graph vertices in two parts, D and F, the energy and the Markov chain being decomposed...
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Deep Factorisation of the Stable Process III: the View from Radial Excursion Theory and the Point of Closest Reach
We compute explicitly the distribution of the point of closest reach to the origin in the path of any d -dimensional isotropic stable process, with d ...
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Excursions of the Brox Diffusion
We describe the excursion point process of the so-called Brox diffusion together with the characteristic measure. We do so in terms of the excursion...
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Weil–Petersson geodesics on the modular surface
We consider the Weil–Petersson (WP) metric on the modular surface. We lift WP geodesics to the universal cover of the modular surface, and analyse...
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Local Time, Excursions, and Additive Functionals
Semi-martingale local time, Tanaka’s formula, space-time regularity, occupation measure and density, extended Itô formula, regenerative sets and...
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Gerber–Shiu Function at Draw-Down Parisian Ruin Time for the Spectrally Negative Lévy Risk Process
Motivated by Baurdoux et al. (J Appl Probab 53:572–584, 2016) and Wang and Zhou (Appl Probab 52:1–33, 2020), in this paper we introduce the general...
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Semimartingale price systems in models with transaction costs beyond efficient friction
A standing assumption in the literature on proportional transaction costs is efficient friction. Together with robust no free lunch with vanishing...
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The Entrance Law of the Excursion Measure of the Reflected Process for Some Classes of Lévy Processes
We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric Lévy processes in terms of their...
