Related papers: Brownian motion on the Sierpinski carpet

We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

We prove a general Mosco convergence theorem for bounded Euclidean domains satisfying a set of mild geometric hypotheses. For bounded domains, this notion implies norm-resolvent convergence for the Dirichlet Laplacian which in turn ensures…

We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…

Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi,…

We show that string theory with Dirichlet boundaries is equivalent to string theory containing surfaces with certain singular points. Surface curvature is singular at these points. A singular point is resolved in conformal coordinates to a…

We exploit dynamical properties of diagonal actions to derive results in Diophantine approximations. In particular, we prove that the continued fraction expansion of almost any point on the middle third Cantor set (with respect to the…

For Brownian motion in a (two-dimensional) wedge with negative drift and oblique reflection on the axes, we derive an explicit formula for the Laplace transform of its stationary distribution (when it exists), in terms of Cauchy integrals…

We prove a fluctuating limit theorem of a sequence of super-Brownian motions over $\mbb{R}$ with a single point catalyst. The weak convergence of the processes on the space of Schwarz distributions is established. The limiting process is an…

In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…

K. Habiro gave a neccesary and sufficient condition for knots to have the same Vassiliev invariants in terms of $C_k$-move. In this paper we give another geometric condition in terms of Brunnian local move. The proof is simple and…

We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we…

For $M\subset \mathbb{R}^{d\geq 3}$ a smooth, connected, compact $d$-dimensional submanifold with boundary, equipped with the standard metric, the Laplacian on $\partial M$ is known to commute with the corresponding Dirichlet-to-Neumann map…

The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…

We prove a scale-invariant boundary Harnack principle in inner uniform domains in the context of local regular Dirichlet spaces. For inner uniform Euclidean domains, our results apply to divergence form operators that are not necessarily…

We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…

We add a divergence-free drift with increasing magnitude to the fractional Laplacian on a bounded smooth domain, and discuss the behavior of the principal eigenvalue for the Dirichlet problem. The eigenvalue remains bounded if and only if…

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

It is well known that the spectrum of the Dirichlet Laplacian for a compact perturbation of a three-dimensional, periodically twisted tube is unstable with respect to domain deformations. This means that if the periodically twisted tube is…