6 citations · 9 across the 5 of their papers we have counts for
5 papers
Brownian Motion with a Singular Drift
Dante DeBlassie, Adina Oprisan, Robert G. Smits
We study the effect of a power law drift on Brownian motion in the positive half-line, where the order of the drift at 0 and infinity is different.
On the First Eigenfunction of the Symmetric Stable Process in a Bounded Lipschitz Domain
Rodrigo Banuelos, Dante DeBlassie
We give a proof that the first eigenfunction of the -symmetric stable process on a bounded Lipschitz domain in , , is superharmonic for , where is an…
The Expected Time to End the Tug-of-War in a Wedge
Dante DeBlassie, Robert G. Smits
Using a solution of a nonhomogeneous partial differential equation involving the p- Laplacian, we study the finiteness of the expected time to end the tug-of-war in a wedge.
Uniqueness for diffusions degenerating at the boundary of a smooth bounded set
Dante DeBlassie
For continuous γ, g:[0,1]\to(0,\infty), consider the degenerate stochastic differential equation dX_t=[1-|X_t|^2]^{1/2}γ(|X_t|) dB_t-g(|X_t|)X_t dt in the closed unit ball of R^n.…
The exit distribution for iterated Brownian motion in cones
Rodrigo Banuelos, Dante DeBlassie
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, w…