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We obtain well-posedness results for a class of ODE with a singular drift and additive fractional noise, whose right-hand-side involves some bounded variation terms depending on the solution. Examples of such equations are reflected…
Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) which converges back to a Brownian motion with reduced diffusion coefficient at long times, after the anomalous…
Roughly speaking, a space with varying dimension consists of at least two components with different dimensions. In this paper we will concentrate on the one, which can be treated as $\mathbb{R}^3$ tying a half line not contained by…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
This paper studies countable systems of linearly and hierarchically interacting diffusions taking values in the positive quadrant. These systems arise in population dynamics for two types of individuals migrating between and interacting…
We consider the mixed Dirichlet-conormal problem on irregular domains in $\mathbb{R}^d$. Two types of regularity results will be discussed: the $W^{1,p}$ regularity and a non-tangential maximal function estimate. The domain is assumed to be…
We study the spectrum of the kinetic Brownian motion in the space of $d\times d$ Hermitian matrices, $d\geq2$. We show that the eigenvalues stay distinct for all times, and that the process $\Lambda$ of eigenvalues is a kinetic diffusion…
We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…
We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part,…
Let $D\subset \C^n,$ $G\subset \C^m$ be pseudoconvex domains, let $A$ (resp. $B$) be an open subset of the boundary $\partial D$ (resp. $\partial G$) and let $X$ be the 2-fold cross $((D\cup A)\times B)\cup (A\times(B\cup G)).$ Suppose in…
Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
A basic question about the existence and stability of the Boltzmann equation in general non-convex domain with the specular reflection boundary condition has been widely open. In this paper, we consider cylindrical domains whose cross…
The relativistic Boltzmann equation in bounded domains has been widely used in physics and engineering, for example, Tokamak devices in fusion reactors.In spite of its importance, there has, to the best of our knowledge, been no…
The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm-Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the…
In this paper, we study elastic Brownian motion on a \(C^2\) domain. Instead of being killed at the boundary, the process restarts from a random position inside the domain. We characterize this process through its stochastic differential…
Let $D$ be a non-empty open subset of $\R^m,\,m\ge 2$, with boundary $\partial D$, with finite Lebesgue measure $|D|$, and which satisfies a parabolic Harnack principle. Let $K$ be a compact, non-polar subset of $D$. We obtain the leading…
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.
We consider the Boltzmann equation with external fields in strictly convex domains with diffuse reflection boundary condition. As long as the normal derivative of external fields satisfy some sign condition on the boundary (1.8) we…
Using the boundary state formalism we study rotating and moving D$p$-branes in the presence of the following background fields: Kalb-Ramond, $U(1)$ gauge potential and the tachyon field. The rotation and motion are in the brane volumes. The…