Related papers: Brownian motion on treebolic space: positive harmo…
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 Hamiltonian approach to isomonodromic deformation systems for generic rational covariant derivative operators on the Riemann sphere, having any matrix dimension $r$ and any number of isolated singularities of arbitrary Poincar\'e rank,…
Focusing on coupling between edges, we generalize the relationship between the normalized graph Laplacian and random walks on graphs by devising an appropriate normalization for the Hodge Laplacian -- the generalization of the graph…
Let (X,d) be a locally compact separable ultra-metric space. Given a reference measure \mu\ on X and a step length distribution on the non-negative reals, we construct a symmetric Markov semigroup P^t acting in L^2(X,\mu). We study the…
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability…
We study collections of exact Lagrangian submanifolds respecting some uniform Riemannian bounds, which we equip with a metric naturally arising in symplectic topology (e.g. the Lagrangian Hofer metric or the spectral metric). We exhibit…
In this paper we study the common distance between points and the behavior of a constant length step discrete random walk on finite area hyperbolic surfaces. We show that if the second smallest eigenvalue of the Laplacian is at least 1/4,…
We determine the precise asymptotic behaviour (in space) of the Green kernel of simple random walk with drift on the Diestel-Leader graph $DL(q,r)$, where $q,r \ge 2$. The latter is the horocyclic product of two homogeneous trees with…
The main purpose of this paper is to explore the structure of regular subspaces of 1-dim Brownian motion. As outlined in \cite{FMG} every such regular subspace can be characterized by a measure-dense set $G$. When $G$ is open, $F=G^c$ is…
Active and diffusive motion in Brownian particles are regularly observed in fluidic environments, albeit at different time scales. Here, we experimentally study the dynamics of highly asymmetric microclusters trapped in air employing…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
It is shown that the reduced particle dynamics of 2+1 dimensional gravity in the maximally slicing gauge has hamiltonian form. This is proved directly for the two body problem and for the three body problem by using the Garnier equations…
We study the equivalence between the $L^p$-parabolicity, the $L^q$-Liouville property of positive super-harmonic functions, and the existence of nonharmonic positive solutions to the following elliptic differential system \begin{equation*}…
Let $p\in(1,\infty)$, $q\in[1,\infty)$, $s\in\mathbb{R}$ and $\tau\in[0, 1-\frac{1}{\max\{p,q\}}]$. In this paper, the authors establish the $\varphi$-transform characterizations of Besov-Hausdorff spaces $B{\dot…
We demonstrate two examples of stochastic processes whose lifts to geometric rough paths require a renormalisation procedure to obtain convergence in rough path topologies. Our first example involves a physical Brownian motion subject to a…
We report Brownian dynamics (BD) simulation and theoretical results for a system of spherical colloidal particles with permanent dipole moments in a rotating magnetic field. Performing simulations at a fixed packing fraction and dipole…
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…
This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz.\spacefactor =1000 Brownian motion, bridge, excursion, meander and double meander; for the Brownian…
The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case…
We introduce a class of Markov coalescent processes on the continuous $d$-dimensional torus, in the most general setting of simultaneous multiple mergers, called the Brownian spatial coalescent. It is axiomatically defined through a…