Related papers: Brownian Motions on Metric Graphs
We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process.…
This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by…
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.…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…
Metric graphs are often introduced based on combinatorics, upon "associating" each edge of a graph with an interval; or else, casually "gluing" a collection of intervals at their endpoints in a network-like fashion. Here we propose an…
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…
The article provides an explicit algebraic expression for the generating function of walks on graphs. Its proof is based on the scattering theory for the differential Laplace operator on non-compact graphs.
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…
We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…
Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…
We condition a Brownian motion on having an atypically small $L_2$-norm on a long time interval. The obtained limiting process is a non-stationary Ornstein-Uhlenbeck process.
We discuss ways in which momentum operators can be introduced on an oriented metric graph. A necessary condition appears to the balanced property, or a matching between the numbers of incoming and outgoing edges; we show that a graph…
We consider a Brownian motion on a general graph, that starts at time t=0 from some vertex O and stops at time t somewhere on the graph. Denoting by g the last time when O is reached, we establish a simple expression for the Laplace…
On finite metric graphs the set of all realizations of the Laplace operator in the edgewise defined $L^2$-spaces are studied. These are defined by coupling boundary conditions at the vertices most of which define non-self-adjoint operators.…
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…
The aim of the present article is to give an overview of spectral theory on metric graphs guided by spectral geometry on discrete graphs and manifolds. We present the basic concept of metric graphs and natural Laplacians acting on it and…
We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…