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For a two-surface B tending to an infinite--radius round sphere at spatial infinity, we consider the Brown--York boundary integral H_B belonging to the energy sector of the gravitational Hamiltonian. Assuming that the lapse function behaves…
We analyze the classical and quantized center-of-mass motion of a polarizable particle interacting with the fluctuations of the electromagnetic (EM) field in the presence of a medium. As a polarizable particle is immersed in a thermal…
G-Brownian motion has a very rich and interesting new structure which nontrivially generalizes the classical one. Its quadratic variation process is also a continuous process with independent and stationary increments. We prove a…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…
Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…
Clustering is one of the mayor collective phenomena observed in active matter. We study the overdamped motion of interacting active Brownian particles in two dimensions. An instability in the pair correlation function causes the onset of…
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…
We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…
We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…
In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…
The $N$-branching Brownian motion with selection ($N$-BBM) is a particle system consisting of $N$ independent particles that diffuse as Brownian motions in $\mathbb{R}$, branch at rate one, and whose size is kept constant by removing the…
We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…
The aim of this paper is to discuss the mathematical modeling of Brownian active particle systems, a recently popular paradigmatic system for self-propelled particles. We present four microscopic models with different types of repulsive…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
A general model of catalytic branching process (CBP) with any finite number of catalysis centers in a discrete space is studied. More exactly, it is assumed that particles move in this space according to a specified Markov chain and they…
We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…
We study interacting Brownian particles on the half-line whose interaction occurs through boundary local times at the origin. The particle system is given by \[ X_i^n(t)=X^n_{0,i}+W_i^n(t)+L_i^n(t) +\frac{1}{n-1}\sum_{j\ne…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…