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Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph,…

Probability · Mathematics 2015-05-27 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.

Probability · Mathematics 2014-05-27 Agelos Georgakopoulos , Konrad Kolesko

We establish parabolicity and quadratic area growth for minimal surfaces-with-boundary contained in regions of R^3 which are within a sub-logarithmic factor of the exterior of a cone. Unlike previous work showing that these two properties…

Differential Geometry · Mathematics 2013-10-07 Robert W. Neel

Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of single vertex graphs are given.

Probability · Mathematics 2010-12-07 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way…

Differential Geometry · Mathematics 2011-01-20 Robert W. Neel

The paper studies the question of whether the classical mirror and synchronous couplings of two Brownian motions minimise and maximise, respectively, the coupling time of the corresponding geometric Brownian motions. We establish a…

Probability · Mathematics 2013-10-21 Saul D. Jacka , Aleksandar Mijatovic , Dejan Siraj

A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star…

Probability · Mathematics 2018-05-29 Florian Werner

We consider admissible random walks on hyperbolic graphs. For a given harmonic function on such a graph, we prove that asymptotic properties of non-tangential boundedness and non-tangential convergence are almost everywhere equivalent. The…

Metric Geometry · Mathematics 2013-03-12 Camille Petit

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

Probability · Mathematics 2025-01-31 Sandro Franceschi

The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…

Probability · Mathematics 2014-05-28 Alexander Gushchin , Mikhail Urusov

We construct a parabolic entire minimal graph $S$ over a finite topology complete Riemannian surface $\Sigma$ of curvature $-1$ and infinite area (thus of non-parabolic conformal type). The vertical projection of this graph yields a…

Differential Geometry · Mathematics 2016-07-19 Laurent Mazet , Magdalena Rodriguez , Harold Rosenberg

We prove that nonlocal minimal graphs in the plane exhibit generically stickiness effects and boundary discontinuities. More precisely, we show that if a nonlocal minimal graph in a slab is continuous up to the boundary, then arbitrarily…

Analysis of PDEs · Mathematics 2020-06-24 Serena Dipierro , Ovidiu Savin , Enrico Valdinoci

Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given.

Probability · Mathematics 2011-02-23 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

We show that there are minimal graphs in R^{n+1} whose intersection with the portion of the horizontal hyperplane contained in the unit ball has any prescribed geometry, up to a small deformation. The proof hinges on the construction of…

Differential Geometry · Mathematics 2018-02-26 Alberto Enciso , M. Angeles Garcia-Ferrero , Daniel Peralta-Salas

Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…

Dynamical Systems · Mathematics 2020-07-23 Zemer Kosloff , Terry Soo

Let $\mathbb{M}^{2}$ be a complete non compact orientable surface of non negative curvature. We prove in this paper some theorems involving parabolicity of minimal surfaces in $\mathbb{M}^{2}\times\mathbb{R}$. First, using a…

Differential Geometry · Mathematics 2017-06-22 Vanderson Lima

We extend the notion of effective resistance to metric spaces that are similar to graphs but can also be similar to fractals. Combined with other basic facts proved in the paper, this lays the ground for a construction of Brownian Motion on…

General Topology · Mathematics 2014-01-24 Agelos Georgakopoulos

Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…

Probability · Mathematics 2009-02-02 Hiroyuki Matsumoto

Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an…

Probability · Mathematics 2010-12-07 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

Let $\widetilde{X}$ be a locally finite complete Gromov hyperbolic metric graph with the geometric boundary consisting of infinitely many points. Suppose that there is a discrete subgroup of the isometry group $Iso(\widetilde{X})$ acting…

Dynamical Systems · Mathematics 2020-12-16 Soonki Hong , Seonhee Lim
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