Related papers: On a multidimentional Brownian motion with partly …
We consider a Brownian motion forced to stay in the quadrant by an electrostatic oblique repulsion from the sides. We tackle the question of hitting the corner or an edge, and find product-form stationary measures under a certain condition,…
We study the geometrical influence on the Brownian motion over curved manifolds. We focus on the following intriguing question: what observables are appropriated to measure Brownian motion in curved manifolds? In particular, for those…
In a recent work, Fleischmann and Mueller (2004) showed the existence of a super-Brownian motion in R^d, d=2,3, with extra birth at the origin. Their construction made use of an analytical approach based on the fundamental solution of the…
We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…
We construct all possible orthogonally intersecting S-brane solutions in 11-dimensions corresponding to standard supersymmetric M-brane intersections. It is found that the solutions can be obtained by multiplying the brane and the…
The analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape are derived. The reference center is arbitrary, and the reference frame is…
We study a modification of the fractional analogue of the Brownian meander, which is Brownian motion conditioned to be positive on the time interval ${[0,1]}$. More precisely, we determine the weak limit of a fractional Brownian motion…
In this paper we investigate the quantum Brownian motion of a massive scalar point particle induced by the FRW spacetime in the presence of a linear topological defect named cosmic string. In addition, we also consider a flat boundary…
It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…
For $d \geq 2$ let $B$ be standard $d$-dimensional Brownian motion. For any $\alpha < 1/d$ we construct an $\alpha$-H\"{o}lder continuous function $f \colon [0,1] \to \mathbb{R}^d$ so that the range of $B-f$ covers an open set. This…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter $\beta>0$, generalizing the interlacing reflected Brownian motions of Warren for $\beta=2$. Such processes unify $\beta$ corners processes and Dyson Brownian…
Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coordinate is a standard Brownian motion with a non-zero drift.…
We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…
In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC)…
We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces $\partial \Omega^n$ and moving on $\overline{\Omega^n} \cup \Sigma^n= \Omega^n_\varepsilon$. We study the asymptotic behaviour of the corresponding…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…