Related papers: An H-theorem for the Brownian motion on the hyperb…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
We use drifted Brownian motion in warped product model spaces as comparison constructions to show $p$-hyperbolicity of a large class of submanifolds for $p\ge 2$. The condition for $p$-hyperbolicity is expressed in terms of upper support…
In this work, we refine the Bohr model of the hydrogen atom by describing the motion of the electron through a single real-valued stochastic process, effectively realizing Brownian motion under the Born rule. Our approach derives the…
Combining experiments on active colloids, whose propulsion velocity can be controlled via a feedback loop, and theory of active Brownian motion, we explore the dynamics of an overdamped active particle with a motility that depends…
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an…
We test Boltzmann's H-theorem for several models of particle random walk. We study the influence of interaction between the particle and reservoir/detectors on entropy and find entropy increasing in time for some models and behaving…
A Wigner-Klein-Kramers equation is proposed, which merges relativistic, quantum and thermo dynamics. The relativistic effect on quantum Brownian motion is studied via the Breit-Fermi Hamiltonian applied into a dissipative Madelung…
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 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 present paper is concerned with the integral of the absolute value of a Brownian motion with drift. By establishing an asymptotic expansion of the space Laplace transform, we obtain series representations for the probability density…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…
We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reach the origin and we show that the…
We study the motion of a particle in the hyperbolic plane (embedded in Minkowski space), under the action of a potential that depends only on one variable. This problem is the analogous to the spherical pendulum in a unidirectional force…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
The Brownian motion of a particle with higher-derivative dynamics (HDD) coupling with a bath consisting of harmonic oscillators is investigated. The Langevin equation and corresponding Fokker-Planck equation for the Brownian motion of the…
A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…
A nonlinear theory of quantum Brownian motion in classical environment is developed based on a thermodynamically enhanced nonlinear Schrodinger equation. The latter is transformed via the Madelung transformation into a nonlinear quantum…
In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…
The present article is devoted to a fine study of the convergence of renormalized weighted quadratic and cubic variations of a fractional Brownian motion $B$ with Hurst index $H$. In the quadratic (resp. cubic) case, when $H<1/4$ (resp.…
We construct a Bayesian sequential test of two simple hypotheses about the value of the unobservable drift coefficient of a Brownian motion, with a possibility to change the initial decision at subsequent moments of time for some penalty.…