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We provide a new geometric representation of a family of fragmentation processes by nested laminations, which are compact subsets of the unit disk made of noncrossing chords. We specifically consider a fragmentation obtained by cutting a…
We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…
It has been claimed in Aldous, Miermont and Pitman [PTRF, 2004] that all L\'evy trees are mixings of inhomogeneous continuum random trees. We give a rigorous proof of this claim in the case of a stable branching mechanism, relying on a new…
We present a solution of Exercise 1.2.1 of [2] which yields a short new proof of a key step in one of proofs of Brouwer's fixed point theorem, 1910. A few people asked the author about the details of the solution and they might be…
A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…
We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…
We consider a Brownian tree consisting of a collection of one-dimensional Brownian paths started from the origin, whose genealogical structure is given by the Continuum Random Tree (CRT). This Brownian tree may be generated from the…
We show the direct applicability of the Brouwer fixed point theorem for the existence of equilibrium points and periodic solutions for differential systems on general domains satisfying geometric conditions at the boundary. We develop a…
We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…
It is investigated in what sense the Brouwer fixed point theorem may be viewed as a corollary of the Lawvere fixed point theorem. A suitable generalisation of the Lawvere fixed point theorem is found and a means is identified by which the…
In this paper we are concerned with backward stochastic differential equations with random default time and their applications to default risk. The equations are driven by Brownian motion as well as a mutually independent martingale…
In a classic paper Schr\"oder posed four combinatorial problems about the number of certain types of bracketings of words and sets. Here we address what these bracketings look like on average. For each of the four problems we prove that a…
Motivated by [G. Cannizzaro, M. Hairer, Comm. Pure Applied Math., '22], we provide a construction of the Brownian Web (see [T\'oth B., Werner W., Probab. Theory Related Fields, '98] and [L. R. G. Fontes, M. Isopi, C. M. Newman, and K.…
The hierarchical and recursive expressive capability of rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. On the other hand, such hierarchical…
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get the existence of slow points. It shows that a non self-similar process can still enjoy this property. We also consider various extensions of…
We construct a coupling between two seemingly very different constructions of the standard additive coalescent, which describes the evolution of masses merging pairwise at rates proportional to their sums. The first construction, due to…
Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…