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We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.

Probability · Mathematics 2021-09-17 Viktor Kiss , Sławomir Solecki

We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…

Probability · Mathematics 2023-04-03 Miquel Montero

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

Mathematical Finance · Quantitative Finance 2025-10-21 Rohan Shenoy , Peter Kempthorne

In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…

Statistical Mechanics · Physics 2026-03-03 Alexander Feigel , Alexandre V. Morozov

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of…

Probability · Mathematics 2025-04-08 Hui He

We consider a long-range version of self-avoiding walk in dimension $d > 2(\alpha \wedge 2)$, where $d$ denotes dimension and $\alpha$ the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to…

Probability · Mathematics 2009-11-20 Markus Heydenreich

Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…

Statistical Mechanics · Physics 2024-02-21 Lucianno Defaveri , Eli Barkai , David A. Kessler

Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…

Probability · Mathematics 2009-11-03 Mark Adler , Jonathan Delepine , Pierre van Moerbeke , Pol Vanhaecke

The kinetics of two (2D) and three (3D) dimensional diffusion-assisted escaping of Brownian particles from a potential well in the presence of an external force is analyzed in detail. The kinetics is studied within the two-state model (TSM)…

Statistical Mechanics · Physics 2009-07-21 A. I. Shushin

We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…

Probability · Mathematics 2011-10-20 Johannes Rueß

We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…

Probability · Mathematics 2022-10-19 Fausto Colantoni

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

Probability · Mathematics 2019-12-12 Samuel Herrmann , Nicolas Massin

We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…

Statistical Mechanics · Physics 2023-06-28 Soheli Mukherjee , Naftali R. Smith

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel…

Probability · Mathematics 2015-05-28 Kurt Johansson

We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…

Probability · Mathematics 2012-12-07 Simon Harris , Marion Hesse , Andreas E. Kyprianou

We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…

Probability · Mathematics 2024-09-04 Guillaume Conchon--Kerjan , Daniel Kious , Pierre-François Rodriguez

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…

Soft Condensed Matter · Physics 2025-10-01 Tayeb Jamali

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Probability · Mathematics 2007-05-23 Itai Benjamini , Zhen-Qing Chen , Steffen Rohde

A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is proved. A sufficient moment condition on the potential is given but unlike the results of Armstrong and Tran (2014) no regularity is…

Probability · Mathematics 2019-01-18 Daniel Boivin , Thi Thu Hien Lê