Related papers: M\"untz linear transforms of Brownian motion
The Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless real scalar field in Einstein's universe is studied. By assuming the small displacement condition, the dispersion in the momentum and position of a…
We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…
A new nonlinear Schroedinger equation is obtained explicitly from the fractal Brownian motion of a massive particle with a complex-valued diffusion constant. Real-valued energy (momentum) plane wave and soliton solutions are found in the…
In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…
Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$…
This paper investigates the problem to determine whether a given stochastic process generates a sampled Brownian filtration. A fairly general sufficient condition is obtained by applying the Frank H. Clarke contraction criteria to a…
In this paper we consider a large class of super-Brownian motions in $\mathbb{R}$ with spatially dependent branching mechanisms. We establish the almost sure growth rate of the mass located outside a time-dependent interval $(-\delta…
We study positive random variables whose moments can be expressed by products and quotients of Gamma functions; this includes many standard distributions. General results are given on existence, series expansion and asymptotics of density…
We investigate the structural properties of the last passage time $\sigma_z^{\lambda}$ at level $z > 0$ of a Brownian motion with positive drift $\lambda > 0$, denoted $B^{\lambda} = (B_t + \lambda t)_{t \geq 0}$, in the filtration…
The kinetics of a granular planar rotator with a fixed center undergoing inelastic collisions with bath particles is analyzed both numerically and analytically by means of the Boltzmann equation. The angular velocity distribution evolves…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
The main objective of this paper consists in creating a new class of copulae from various joint distributions occurring in connection with certain Brownian motion processes. We focus our attention on the distributions of univariate Brownian…
Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…
We study experimentally the impact of inertial reference frame changes on overdamped Brownian motion. The reference frame changes are implemented by inducing, with a laser, laminar convection flows in a column of fluid where Brownian…
We present a pedagogical discussion on the time evolution of a Gaussian neutrino wave packet in free space. A common treatment is to keep momentum terms up to the quadratic order in the expansion of the energy-momentum relation so that the…
The paper gives a new representation for the fractional Brownian motion that can be applied to simulate this self-similar random process in continuous time. Such a representation is based on the spectral form of mathematical description and…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
We describe two classes of Gaussian self-similar random fields: with strictly stationary rectangular increments and with mild stationary rectangular increments. We find explicit spectral and moving average representations for the fields…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…