Related papers: Brownian motion on the Sierpinski carpet
The paper is concerned with the problem on rolling of a homogeneous ball on an arbitrary surface. New cases when the problem is solved by quadratures are presented. The paper also indicates a special case when an additional integral and…
We prove a generalized version of the $3G$ Principle for Green's functions on bounded inner uniform domains in a wide class of Dirichlet spaces. In particular, our results apply to higher-dimensional fractals such as Sierpinski carpets in…
We investigate the iterative construction of discrete Laplacians on 2D square lattices, revealing emergent fractal-like patterns shaped by modular arithmetic. While classical 2222-style iterations reproduce known structures such as the…
We consider smooth flows preserving a smooth invariant measure, or, equivalently, locally Hamiltonian flows on compact orientable surfaces and show that, when the genus of the surface is two, almost every such locally Hamiltonian flow with…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
We consider the linear stationary equation defined by the fractional Laplacian with drift. In the supercritical case, that is the case when the dominant term is given by the drift instead of the diffusion component, we prove local…
Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…
We show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.
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.
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…
We consider the restriction of Brownian shifts to their invariant subspaces and classify when they are unitarily equivalent. Additionally, we prove an asymptotic property stating that normalized Brownian shifts belong to the classical…
We study motion of a relativistic particle in the 3-dimensional Lobachevsky space in the presence of an external magnetic field which is analogous to a constant uniform magnetic field in the Euclidean space. Three integrals of motion are…
We deal with the uniqueness of distributional solutions to the continuity equation with a Sobolev vector field and with the property of being a Lagrangian solution, that means transported by a flow of the associated ordinary differential…
J. Kigami has laid the foundations of what is now known as analysis on fractals, by allowing the construction of an operator of the same nature of the Laplacian, defined locally, on graphs having a fractal character. The Sierpinski gasket…
We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
The aim of this paper is two-fold. On one hand, we will study the distorted Brownian motion on $\mathbb{R}$, i.e. the diffusion process $X$ associated with a regular and strongly local Dirichlet form obtained by the closure of…
Motivated by recent developments on random polymer models we propose a generalisation of reflected Brownian motion (RBM) in a polyhedral domain. This process is obtained by replacing the singular drift on the boundary by a continuous one…
The Liouville Brownian motion which was introduced in \cite{GRV} is a natural diffusion process associated with a random metric in two dimensional Liouville quantum gravity. In this paper we construct the Liouville Brownian motion via…
We prove that the Sierpi\'nski gasket is non-removable for quasiconformal maps, thus answering a question of Bishop. The proof involves a new technique of constructing an exceptional homeomorphism from $\mathbb R^2$ into some non-planar…