Related papers: On the Time for Brownian Motion to Visit Every Poi…

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

We consider the one-dimensional target search process that involves an immobile target located at the origin and $N$ searchers performing independent Brownian motions starting at the initial positions $\vec x = (x_1,x_2,..., x_N)$ all on…

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…

Let $W$ be a standard Brownian motion with $W_0 = 0$ and let $b\colon[0,\infty) \to \mathbb{R}$ be a continuous function with $b(0) > 0$. In this article, we look at the classical First Passage Time (FPT) problem, i.e., the question of…

This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…

We present a numerical method for the solution of diffusion problems in unbounded planar regions with complex geometries of absorbing and reflecting bodies. Our numerical method applies the Laplace transform to the parabolic problem,…

We discuss some properties of Lorentz invariant theories which allow for superluminal motion. We show that, if signals are always sent forward in time, closed curves along which signals propagate can be formed. This leads to problems with…

We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our…

Consistent initialization of the Laplace transform has been a fundamental and long-standing issue. The consistency of the L- approach has been questioned, yet it is a popular approach since the L+ approach requires a priori computation of…

For a quantum-mechanically spread-out particle we investigate a method for determining its arrival time at a specific location. The procedure is based on the emission of a first photon from a two-level system moving into a laser-illuminated…

We show that particle trajectories for positive vorticity solutions to the 2D Euler equations on fairly general bounded simply connected domains cannot reach the boundary in finite time. This includes domains with possibly nowhere $C^1$…

The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…

Let $A_t$ be an $\alpha$-stable symmetric process, $0<\alpha\leq 2$, on $\mathbb{R}^d$ and $D\subset \mathbb{R}^d$ be a bounded domain. This paper presents a proof, based on the classical Brascamp-Lieb-Luttinger inequalities for multiple…

Perron's method and Wiener's criterion have entirely solved the Dirichlet problem for the Laplace equation. Since then, this approach has attracted the attention of many mathematicians for applying these ideas in the more general equations.…

We consider the Euler equations in ${\mathbb R}^3$ expressed in vorticity form. A classical question that goes back to Helmholtz is to describe the evolution of solutions with a high concentration around a curve. The work of Da Rios in 1906…

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between V and -V. If V is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the…

We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…