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van den Berg (2003) showed how subexponential behavior of the lifetime of killed Brownian motion in an unbounded domain implies subexponential behavior of the Dirichlet heat kernel..
We also discuss applications of these bounds to the central limit theorem, simple random sampling, Poisson- Charlier approximation and geometric approximation using
So in this work we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson measure.. This is the natural extension of Hamad`ene &
Keywords: supercitical percolation; exponential decay; renormalization; isoperimetric profile; anchored isoperimetry; random walk on percolation clusters; heat kernel decay; mixing
Keywords: Gaussian random walk; maximum; Riemann zeta function; Euler-Maclaurin summa- tion; equidistant sampling of Brownian motion; finite
Lawler (1990): Non-intersection exponents for random walk and Brownian motion. Part II: Estimates and applications to a random
This process has values which are trajectories of standard Poisson process stopped at some random finite lifetime with Brownian evolution.. We use this Poisson snake to construct
In noncommutative geometry [ 12 ] there is one specific application of the heat kernel expansion which is related to the spectral action principle [ 8 ].. The Dirac operator squared