Related papers: Brownian motion on the Sierpinski carpet

We show that a minimal surface of general type has a canonical symplectic structure (unique up to symplectomorphism) which is invariant for smooth deformation. We show that the symplectomorphism type is also invariant for deformations which…

On a compact manifold with boundary, the map consisting of the scalar curvature in the interior and the mean curvature on the boundary is a local surjection at generic metrics. We prove that this result may be localized to compact…

Let $\{u(t\,, x)\}_{(t, x)\in \mathbb{R}_+\times \mathbb{R}}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $N\to \infty$, the…

In this paper, we construct scaling limits of some branching random walks in random environment whose off-spring distributions have infinite variance. The Laplace functional of the obtained random measure is given by a non-linear PAM, whose…

A marginally trapped surface in the four-dimensional Minkowski space is a spacelike surface whose mean curvature vector is lightlike at each point. We associate a geometrically determined moving frame field to such a surface and using the…

Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…

We supply two different descriptions of the pushing process driving the reflected Brownian motion in Weyl chambers, when the latter domains are simplexes. The first one shows that a simple root lies in one and only one orbit if and only if…

It is proved that the mean signature of multi-dimensional fractional brownian motion admits a meromorphic continuation in the hurst parameter to the entire complex plane. Each contstituent mean iterated integral is a sum of hypergeometric…

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random…

Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…

We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…

Numerous work revolve around the Sierpinski gasket. Its three-dimensional analogue, the Sierpinski tetrahedron, obtained by means of an iterative process which consists in repeatedly contracting a regular 3-simplex to one half of its…

Let K be the convex hull of the path of a standard brownian motion B(t) in R^n, taken at time 0 < t < 1. We derive formulas for the expected volume and surface area of K. Moreover, we show that in order to approximate K by a discrete…

We describe the spectrum structure for the restricted Dirichlet fractional Laplacian in multi-tubes, i.e. domains with cylindrical outlets to infinity. Some new effects in comparison with the local case are discovered. In this version,…

We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…

The Abelian Sandpile Model, seen as a deterministic lattice automaton, on two-dimensional periodic graphs generates complex regular patterns displaying (fractal) self-similarity. In particular, on a variety of lattices and initial…

The paths on the {\bf R$^3$} real Euclidean manifold are defined as 2-dimensional simplicial strips; points are replaced by 2-simplexes and the orbits of the action of a one discrete-parameter group on the base manifold becomes a convex…

We investigate the sample path properties of Martin-L\"of random Brownian motion. We show (1) that many classical results which are known to hold almost surely hold for every Martin-L\"of random Brownian path, (2) that the effective…

A systematic procedure is proposed for deriving all the gauge symmetries of the general, not necessarily variational, equations of motion. For the variational equations, this procedure reduces to the Dirac-Bergmann algorithm for the…