Related papers: Brownian motion and Harmonic functions on Sol(p,q)
By taking a functional analytic point of view, we consider a family of distributions (continuous linear functionals on smooth functions), denoted by $\{\mu_t,t>0\}$, associated to the law of iterated logarithm for Brownian motion on a…
Let X^\mu={X_t^\mu;t>=0}, \mu>0, be the n-dimensional hyperbolic Brownian motion with drift, that is a diffusion on the real hyperbolic space H^n having the Laplace-Beltrami operator with drift as its generator. We prove the reflection…
Slender bodies capable of spontaneous motion in the absence of external actuation in an otherwise quiescent fluid are common in biological, physical and technological contexts. The interplay between the spontaneous fluid flow, Brownian…
In this paper, we present several path properties, simulations, inferences, and generalizations of the weighted sub-fractional Brownian motion. A primary focus is on the derivation of the covariance function $R_{f,b}(s,t)$ for the weighted…
This paper investigates $\pi_T(a_1,a_2) = \mathbb{P}\left(\sup\limits_{t\in[0,T]} (\sigma_1B(t)-c_1t)>a_1, \sup\limits_{t\in[0,T]}( \sigma_2 B(t)-c_2t)>a_2\right),$ where $\{B(t) : t \geq 0\}$ is a standard Brownian motion, with $T >0,…
Random walks and Lorentz processes serve as fundamental models for Brownian motion. The study of random walks is a favorite object of probability theory, whereas that of Lorentz processes belongs to the theory of hyperbolic dynamical…
Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…
We consider trajectories where the sign of the derivative of each entry is opposite to that of the corresponding entry in the gradient of an energy function. We show that this condition guarantees convergence when the energy function is…
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$. We firstly prove that the equation has a unique…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
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…
We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumption, we prove density of linear functions on the signature in…
This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…
We study the random metric space called the Brownian plane, which is closely related to the Brownian map and is conjectured to be the universal scaling limit of many discrete random lattices such as the uniform infinite planar…
We relate the expected hyperbolic length of the perimeter of the convex hull of the trajectory of Brownian motion in the hyperbolic plane to an expectation of a certain exponential functional of a one-dimensional real-valued Brownian…
We study the influence of the lattice topography and the coupling between motion in different directions, for a three-dimensional Brownian motor based on cold atoms in a double optical lattice. Due to controllable relative spatial phases…
Chern-Simons gauge field theory has provided a natural framework to gain deep insight about many novel phenomena in two-dimensional condensed matter. We investigate the nonequilibrium thermodynamics properties of a (two-dimensional)…
In this paper we introduce the new notion of complex isoparametric functions on Riemannian manifolds. These are then employed to devise a general method for constructing proper $p$-harmonic functions. We then apply this to construct the…
We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index $H\geq \frac12$. We show the convergence of these schemes at first and second order. The processes obtained in the limit…
We study planar bicycle dynamics via the rotation number function associated with a closed front track and bicycle length R. We prove that mode-locking plateaus occur only at integer rotation numbers and that the rotation number function is…