Related papers: A note on fast times of Brownian motion with varia…

If $X(t,x)$ is the density of one-dimensional super-Brownian motion, we prove that $\text{dim}(\partial\{x:X(t,x)>0\})=2-2\lambda_0\in(0,1)$ a.s. on $\{X_t\neq 0\}$, where $-\lambda_0\in(-1,-1/2)$ is the lead eigenvalue of a killed…

The joint distribution of a geometric Brownian motion and its time-integral was derived in a seminal paper by Yor (1992) using Lamperti's transformation, leading to explicit solutions in terms of modified Bessel functions. In this paper, we…

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

A result of R. Durrett, D. Iglehart and D. Miller states that Brownian meander is Brownian motion conditioned to stay positive for a unit of time, in the sense that it is the weak limit, as $x$ goes to 0, of Brownian motion started at $x>0$…

In this article we study the generalized Fourier dimension of the set of Liouville numbers $\mathbb{L}$. Being a set of zero Hausdorff dimension, the analysis has to be done at the level of functions with a slow decay at infinity acting as…

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

In this paper, we consider the drawdown and drawup of the fractional Brownian motion with trend, which corresponds to the logarithm of geometric fractional Brownian motion representing the stock price in financial market. We derive the…

Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…

We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…

This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…

We present the first rates of convergence to an $N$-dimensional Brownian motion when $N\ge2$ for discrete and continuous time dynamical systems. Additionally, we provide the first rates for continuous time in any dimension. Our results hold…

We investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

We introduce a method for studying monotonicity of the speed of excited random walks in high dimensions, based on a formula for the speed obtained via cut-times and Girsanov's transform. While the method gives rise to similar results as…

We study the effect of a power law drift on Brownian motion in the positive half-line, where the order of the drift at 0 and infinity is different.

Let $X$ be a (two-sided) fractional Brownian motion of Hurst parameter $H\in (0,1)$ and let $Y$ be a standard Brownian motion independent of $X$. Fractional Brownian motion in Brownian motion time (of index $H$), recently studied in…

We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient…

I. J. Good (1941) showed that the set of irrational numbers in $(0,1)$ whose partial quotients $a_n$ tend to infinity is of Hausdorff dimension $1/2$. A number of related results impose restrictions of the type $a_n\in B$ or $a_n\geq f(n)$,…

The empirical evidences in favor of the hypothesis that the speed of light decreases by a few centimeters per second each year are examined. Lunar laser ranging data are found to be consistent with this hypothesis, which also provides a…

We show that if $\partial\mathcal{R}$ is the boundary of the range of super-Brownian motion and dim denotes Hausdorff dimension, then with probability one, for any open set $U$, $\partial\mathcal{R}\cap U\neq\emptyset$ implies…