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An occupation time related potential measure for diffusion processes
Ye CHEN, Yingqiu LI, Xiaowen ZHOU
Front. Math. China. 2017, 12 (3): 559-582.
https://doi.org/10.1007/s11464-017-0625-4
In this paper, for homogeneous diffusion processes, the approach of Y. Li and X. Zhou [Statist. Probab. Lett., 2014, 94: 48–55] is adopted to find expressions of potential measures that are discounted by their joint occupation times over semi-infinite intervals (−∞, a) and (a,∞). The results are expressed in terms of solutions to the differential equations associated with the diffusions generator. Applying these results, we obtain more explicit expressions for Brownian motion with drift, skew Brownian motion, and Brownian motion with two-valued drift, respectively.
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Weighted stationary phase of higher orders
Mark MCKEE, Haiwei SUN, Yangbo YE
Front. Math. China. 2017, 12 (3): 675-702.
https://doi.org/10.1007/s11464-016-0615-y
The subject matter of this paper is an integral with exponential oscillation of phase f(x) weighted by g(x) on a finite interval [α, β]. When the phase f(x) has a single stationary point in (α, β), an nth-order asymptotic expansion of this integral is proved for . This asymptotic expansion sharpens the classical result for n = 1 by M. N. Huxley. A similar asymptotic expansion was proved by V. Blomer, R. Khan and M. Young under the assumptions that f(x) and g(x) are smooth and g(x) is compactly supported on . In the present paper, however, these functions are only assumed to be continuously differentiable on [α, β] 2n + 3 and 2n + 1 times, respectively. Because there are no requirements on the vanishing of g(x) and its derivatives at the endpoints α and β, the present asymptotic expansion contains explicit boundary terms in the main and error terms. The asymptotic expansion in this paper is thus applicable to a wider class of problems in analysis, analytic number theory, and other fields.
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