Related papers: Boundary Harnack Principle for Subordinate Brownia…
We establish the procedure to derive from an action-based variational principle the classical equations of motion in Hamiltonian phase space of a particle subject to general position and velocity dependent non-holonomic equality…
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
The theory of boundary regularity for $p$-harmonic functions is extended to unbounded open sets in complete metric spaces with a doubling measure supporting a $p$-Poincar\'e inequality, $1<p<\infty$. The barrier classification of regular…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
We provide a higher order boundary Harnack inequality for harmonic functions in slit domains. As a corollary we obtain the $C^\infty$ regularity of the free boundary in the Signorini problem near non-degenerate points.
We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…
In this letter, we report our systematic construction of the lattice Hamiltonian model of topological orders on open surfaces, with explicit boundary terms. We do this mainly for the Levin-Wen stringnet model. The full Hamiltonian in our…
Motivated by an approximation problem from mathematical finance, we analyse the stability of the boundary crossing probability for the multivariate Brownian motion process, with respect to small changes of the boundary. Under broad…
Hamilton's principle of stationary action lies at the foundation of theoretical physics and is applied in many other disciplines from pure mathematics to economics. Despite its utility, Hamilton's principle has a subtle pitfall that often…
Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the…
We prove a scale-invariant boundary Harnack principle for inner uniform domains over a large family of Dirichlet spaces. A novel feature of our work is that our assumptions are robust to time changes of the corresponding diffusions. In…
We prove Fatou's theorem for nonnegative harmonic functions with respect to subordinate Brownian motions with Gaussian components on bounded $C^{1,1}$ open sets $D$. We prove that nonnegative harmonic functions with respect to such…
Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…
Active matter systems under confinement display persistent surface motion and a strong boundary affinity. However, despite extensive studies of their positional dynamics, much less attention has been given to the corresponding orientational…
After some normalization, the logarithms of the ordered singular values of Brownian motions on $GL(N,\mathbb F)$ with $\mathbb F=\mathbb R, \mathbb C$ form Weyl-group invariant Heckman-Opdam processes on $\mathbb R^N$ of type $A_{N-1}$. We…
An adiabatic approach is developed for the problem of boundary friction between two atomically smooth and incommensurate solid surfaces, separated by a monolayer of lubricant atoms. This method permits to consider very slow macroscopic…
A time-changed mixed fractional Brownian motion is an iterated process constructed as the superposition of mixed fractional Brownian motion and other process. In this paper we consider mixed fractional Brownian motion of parameters a, b and…