Related papers: Comments on Controllable Three-Dimensional Brownia…
Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coordinate is a standard Brownian motion with a non-zero drift.…
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…
This is a pedagogical introduction to Brownian motion on the occasion of the 100th anniversary of Einstein's 1905 paper on the subject. After briefly reviewing Einstein's work in its contemporary context, we pursue some lines of further…
We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the…
An asymmetric object, undergoing dissipative collisions with surrounding particles, acquires a nonzero average velocity. The latter is calculated analytically by an expansion of the Boltzmann equation and the result is compared with Monte…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
For the standard Quantum Brownian Motion (QBM) model, we point out the occurrence of simultaneous (parallel), mutually irreducible and autonomous decoherence processes. Besides the standard, one Brownian particle, we show there is at least…
The muscle contraction, operation of ATP synthase, maintaining the shape of a cell are believed to be secured by motor proteins, which can be modelled using the Brownian ratchet mechanism. We consider the randomly flashing ratchet model of…
Parametric and nonparametric inference for stochastic processes driven by a fractional Brownian motion were investigated in Mishura (2008) and Prakasa Rao(2010) among others. Similar problems for processes driven by an infinite dimensional…
Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many…
We study the problem of Brownian motion in a multiscale potential. The potential is assumed to have N+1 scales (i.e. N small scales and one macroscale) and to depend periodically on all the small scales. We show that for nonseparable…
We investigate the relation between mobility and diffusivity for Brownian particles under steady shear near the glass transition, using mode coupling approximations. For the two directions perpendicular to the shear direction, the particle…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…
We revisit the Markov approximation necessary to derive ordinary Brownian motion from a model widely adopted in literature for this specific purpose. We show that this leads to internal inconsistencies, thereby implying that further search…
We propose new equations of motion under the theory of the Brownian motion to connect the states of quantum, diffusion, soliton, and periodic localization. The new equations are nothing but the classical equations of motion with two…
In this paper we study the controllability of fractional neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
We investigate the motion of a wedge-shaped object (a granular Brownian motor), which is restricted to move along the x-axis and cannot rotate, as gas particles collide with it. We show that its steady-state drift, resulting from inelastic…
In this paper, we study the control theoretic properties of a couple of interacting spin 1's driven by an electro-magnetic field. In particular, we assume that it is possible to observe the expectation value of the total magnetization and…