Related papers: Loop-Erasure of Plane Brownian Motion
We describe a simple numerical simulation, suitable for an undergraduate project (or graduate problem set), of the Brownian motion of a particle in a Hooke-law potential well. Understanding this physical situation is a practical necessity…
We present a simple and pedagogical derivation of the spin current as the linear response to an external electric field for both Rashba and Luttinger spin-orbital coupling Hamiltonians. Except for the adiabatic approximation, our derivation…
In this paper we consider cases of existence of invariant measure, additional first integrals, and Poisson structure in a problem of rigid body's rolling without sliding on plane and sphere. The problem of rigid body's motion on plane was…
In the first part of this paper we give a solution for the one-dimensional reflected backward stochastic differential equation (BSDE for short) when the noise is driven by a Brownian motion and an independent Poisson point process. The…
We consider uniform spanning tree (UST) in topological polygons with $2N$ marked points on the boundary with alternating boundary conditions. In [LPW21], the authors derive the scaling limit of the Peano curve in the UST. They are variants…
We study the Brownian motion of a rigid rod threading through a small fixed ring while the ring can freely rotate. We derive the distribution function for the sliding displacement and the unit vector along the rod both at equilibrium and…
We compute loop corrections to the effective action of a field theory on a five-dimensional $S_1/Z_2$ orbifold. We find that the quantum loop effects of interactions in the bulk produce infinite contributions that require renormalization by…
We consider here a generalization of a well known discrete dynamical system produced by the bisection of reflection angles that are constructed recursively between two lines in the Euclidean plane. It is shown that similar properties of…
In this paper, we determine the Poisson boundary of the relativistic Brownian motion in two classes of Lorentzian manifolds, namely model manifolds of constant scalar curvature and Robertson--Walker space-times, the latter constituting a…
We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way…
We solve optimal stopping problems for an oscillating Brownian motion, i.e. a diffusion with positive piecewise constant volatility changing at the point $x=0$. Let $\sigma_1$ and $\sigma_2$ denote the volatilities on the negative 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…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
Recent observational and theoretical studies indicate that the damping of solar coronal loop oscillations depends on the oscillation amplitude. We consider two mechanisms, linear resonant absorption and a nonlinear damping model. We…
We show that Brownian motion is spatially not symmetric for mesoscopic particles embedded in a fluid if the particle is not in thermal equilibrium and its shape is not spherical. In view of applications on molecular motors in biological…
We can view Brownian sheet as a sequence of interacting Brownian motions or slices. Here we present a number of results about the slices of the sheet. A common feature of our results is that they exhibit phase transition. In addition, a…
Motivated by a common Mathematical Finance topic, we discuss the reciprocal of the exit time from a cone of planar Brownian motion which also corresponds to the exponential functional of an associated Brownian motion. We prove a conjecture…
This study aims to construct a stochastic process called "Brownian house-moving," which is a Brownian bridge conditioned to stay between two curves. To construct this process, statements are prepared on the weak convergence of conditioned…
We present a self-contained proof of the reflection principle for Brownian Motion.
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of…