Related papers: Loop-Erasure of Plane Brownian Motion

We consider the random field defined by the layering numbers of the Brownian loop soup in a bounded simply connected domain in the complex plane. We call this the layering field and show that, after a suitable renormalization, it converges…

Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coordinate is a standard Brownian motion with a non-zero drift.…

We review the recent developments of the loop-tree duality method, focussing our discussion on analysing the singular behaviour of the loop integrand of the dual representation of one-loop integrals and scattering amplitudes. We show that…

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…

It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…

The aim of this article is to present a growth-fragmentation process naturally embedded in a Brownian excursion from boundary to apex in a cone of angle $2\pi/3$. This growth-fragmentation process corresponds, via the so-called…

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…

Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…

In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…

We investigate the effects of dissipative air drag on the dynamics of electrified jets in the initial stage of the electrospinning process. The main idea is to use a Brownian noise to model air drag effects on the uniaxial elongation of the…

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…

We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams in the 1-dimensional Brownian…

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.…

The Tait-Kneser theorem states that the osculating circles of a plane curve with monotonic curvature are pairwise disjoint and nested. We discuss this theorem and a number of its variations.

Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying a positive…

It is shown that a slip wave solution exists for anti-plane sliding of an elastic layer on an elastic half-space. It is a companion solution to the well-known Love wave solution.

The spatial components of the autocorrelation function of noninteracting dipoles are analytically obtained in terms of rotational Brownian motion on the surface of a unit sphere using multi-level jumping formalism based on Debye's…

Suppose curves are moving by curvature in a plane, but one embeds the plane in $R^3$ and looks at the plane from an angle. Then circles shrinking to a round point would appear to be ellipses shrinking to an ``elliptical point,'' and the…

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…