Related papers: Brownian motion on the Sierpinski carpet

We investigate new properties of the fractional Dirichlet Laplacian on smooth bounded domains and establish fractional product estimates and nonlinear Poincar\'e inequalities. We also use these tools to study the long-time dynamics of the…

We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…

In this work, we investigate the quantum Brownian motion of a point charge arising as a consequence of two fluctuating point-like boundaries. The study considers Dirichlet, Neumann, and mixed boundary conditions imposed on a real massless…

We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…

We study several important fine properties for the family of fractional Brownian motions with Hurst parameter $H$ under the $(p,r)$-capacity on classical Wiener space introduced by Malliavin. We regard fractional Brownian motions as Wiener…

In this article we prove path-by-path uniqueness in the sense of Davie \cite{Davie07} and Shaposhnikov \cite{Shaposhnikov16} for SDE's driven by a fractional Brownian motion with a Hurst parameter $H\in(0,\frac{1}{2})$, uniformly in the…

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

We advance the program of connections between final coalgebras as sources of circularity in mathematics and fractal sets of real numbers. In particular, we are interested in the Sierpinski carpet, taking it as a fractal subset of the unit…

The relative configurational entropy per cell as a function of length scale is a sensitive detector of spatial self-similarity. For Sierpinski carpets the equally separated peaks of the above function appear at the length scales that depend…

Consider the Skorokhod equation in the closed first quadrant: \[ X_t=x_0+ B_t+\int_0^t{\bf v}(X_s)\, dL_s,\] where $B_t$ is standard 2-dimensional Brownian motion, $X_t$ takes values in the quadrant for all $t$, and $L_t$ is a process that…

We investigate in this work the spectrum of singularities of super-Brownian motion with stable branching. The main purpose is to provide a uniform description of the latter in high dimension $d\geq\tfrac{2}{\gamma-1}$, presenting the…

We prove the convergence of the spectrum of the generator of the kinetic Brownian motion to the spectrum of the base Laplacian for closed Riemannian manifolds. This generalizes recent work of Kolb--Weich--Wolf [arXiv:2011.06434] on constant…

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…

The separately continuity topology is considered and some its properties are investigated. With help of these properties a generalization of Sierpinski theorem on determination of real separately continuous function by its values on an…

We consider the Brezis--Nirenberg problem for the Laplacian with a singular drift for a (geodesic) ball in both $\mathbb{R}^{n}$ and $\mathbb{S}^n$, $3 \le n \le 5$. The singular drift we consider derives from a potential which is symmetric…

In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our result holds over the entire subcritical regime and can be…

The study of Julia sets gives a new and natural way to look at fractals. When mathematicians investigated the special class of Misiurewicz's rational maps, they found out that there is a Julia set which is homeomorphic to a well known…

For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…