15 citations · 56 across the 22 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
math.PR2022
On the Lack of Gaussian Tail for Rough Line Integrals along Fractional Brownian Paths
Horatio Boedihardjo, Xi Geng
We show that the tail probability of the rough line integral , where is a 2D fractional Brownian motion with Hurst parameter and…
math.AP2022★ 5 cited
Effective Boundary Conditions Arising from the Heat Equation with Three-dimensional Interior Inclusion
Xingri Geng
We study the initial boundary value problem for a heat equation in a domain containing a thin layer. The thermal conductivity of the layer is drastically different from that of the…