Related papers: Brownian motion and Harmonic functions on Sol(p,q)
In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…
We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…
Let $\{u(t\,, x)\}_{(t, x)\in \mathbb{R}_+\times \mathbb{R}}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $N\to \infty$, the…
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between the hydrodynamic flow of a fluid and a Brownian-like flow.
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 analyze a non-linear elliptic boundary value problem, that involves $(p, q)$ Laplace operator, for the existence of its positive solution in an arbitrary smooth bounded domain. The non-linearity here is driven by a continuous function in…
We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…
There is a simple, multi-sheet Riemann surface associated with e_q(z)'s inverse function ln_q(w) for 0< q < 1. A principal sheet for ln_q(w) can be defined. However, the topology of the Riemann surface for ln_q(w) changes each time "q"…
We study the two-dimensional fractional Brownian motion with Hurst parameter $H>{1/2}$. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some…
A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A…
We give an explicit relation between the slope of the trajectory of a semigroup of holomorphic functions and the harmonic measure of the associated planar domain ${\varOmega}$. We use this to construct a semigroup whose slope is an…
In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables
The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…
The conventional Brownian motion in harmonic systems has provided a deep understanding of a great diversity of dissipative phenomena. We address a rather fundamental microscopic description for the (linear) dissipative dynamics of…
The classical skew-product decomposition of planar Brownian motion represents the process in polar coordinates as an autonomously Markovian radial part and an angular part that is an independent Brownian motion on the unit circle…
We extend to the case of a system involving p-Laplacians, the monotonicity and symmetry results of Damascelli and Pacella obtained in the case of a scalar p-Laplace equation with $1<p<2$. For this purpose, we use the moving hyperplanes…
We obtain well-posedness results for a class of ODE with a singular drift and additive fractional noise, whose right-hand-side involves some bounded variation terms depending on the solution. Examples of such equations are reflected…
We examine the linear behavior of three-dimensional Lagrangian displacements in a stratified, shearing background. The isentropic and iso-rotation surfaces of the equilibrium flow are assumed to be axisymmetric, but otherwise fully…
We study the complexification of the one-dimensional Newtonian particle in a monomial potential. We discuss two classes of motions on the associated Riemann surface: the rectilinear and the cyclic motions, corresponding to two different…