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Related papers: Brownian motion conditioned to stay in a cone

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The conditional density of Brownian motion is considered given the max, B(t|\max), as well as those with additional information: B(t|close, max), B(t|close, max, min) and B(t|max, min) where the close is the final value: B(t=1)=c and t in…

Probability · Mathematics 2020-11-03 Kurt S Riedel

We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…

Probability · Mathematics 2013-02-14 Dominique Lépingle

We show that a Brownian motion on $\mathbb{R}_{\ge 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This can be seen as an extreme example of entropic repulsion.…

Probability · Mathematics 2024-05-13 Frank Aurzada , Martin Kolb , Dominic T. Schickentanz

It is well known that upward conditioned Brownian motion is a three-dimensional Bessel process, and that a downward conditioned Bessel process is a Brownian motion. We give a simple proof for this result, which generalizes to any continuous…

Probability · Mathematics 2012-10-10 Nicolas Perkowski , Johannes Ruf

We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s<t, where…

Probability · Mathematics 2010-04-22 Itai Benjamini , Nathanael Berestycki

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…

Probability · Mathematics 2022-08-04 Jackson Loper

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…

Probability · Mathematics 2015-09-25 Xavier Bardina , Giulia Binotto , Carles Rovira

We consider a single Brownian particle in a spatially symmetric, periodic system far from thermal equilibrium. This setup can be readily realized experimentally. Upon application of an external static force F, the average particle velocity…

Statistical Mechanics · Physics 2009-11-07 Ralf Eichhorn , Peter Reimann , Peter Hänggi

We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes…

Probability · Mathematics 2012-10-10 Francesco Caravenna , Loïc Chaumont

In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time $t$ as $t$ converges…

Probability · Mathematics 2015-03-10 Martin Kolb , Mladen Savov

In this paper we examine which Brownian Subordination with drift exhibits the symmetry property introduced by Fajardo and Mordecki (2006). We obtain that when the subordination results in a L\'evy process, a necessary and sufficient…

Probability · Mathematics 2008-10-24 José Fajardo , Ernesto Mordecki

Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short…

Statistical Mechanics · Physics 2013-09-03 Tongcang Li , Mark G. Raizen

We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…

Probability · Mathematics 2009-12-11 Hernan Awad , Peter Glynn

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

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…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

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…

Probability · Mathematics 2008-06-15 Ivan Nourdin , Giovanni Peccati

We prove that classical and free Brownian motions with initial distributions are unimodal for sufficiently large time, under some assumption on the initial distributions. The assumption is almost optimal in some sense. Similar results are…

Probability · Mathematics 2018-09-17 Takahiro Hasebe , Yuki Ueda

We study the problem of when a Brownian motion in the unit ball has a positive probability of avoiding a countable collection of spherical obstacles. We give a necessary and sufficient integral condition for such a collection to be…

Classical Analysis and ODEs · Mathematics 2009-06-19 Julie O'Donovan

The fractional Brownian motion of index $0 < H < 1$, H-FBM, with d-dimensional time is considered on an expanding set TG, where G is a bounded convex domain that contains 0 at its boundary. The main result: if 0 is a point of smoothness of…

Probability · Mathematics 2018-03-06 G. Molchan