Related papers: The spans in Brownian motion

In this last decade, an important stochastic model emerged: the Brownian map. It is the limit of various models of random combinatorial maps after rescaling: it is a random metric space with Hausdorff dimension 4, almost surely homeomorphic…

Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In…

Let T(x,r) denote the first hitting time of the disc of radius r centered at x for Brownian motion on the two dimensional torus. We prove that sup_{x} T(x,r)/|log r|^2 --> 2/pi as r --> 0. The same applies to Brownian motion on any smooth,…

We introduce and study a random non-compact space called the bigeodesic Brownian plane, and prove that it is the tangent plane in distribution of the Brownian sphere at a point of its simple geodesic from the root (for the local…

We give a proof of a result on the growth of the number of particles along chosen paths in a branching Brownian motion. The work follows the approach of classical large deviations results, in which paths in $C[0,1]$ are rescaled onto…

Consider the boundary $\partial \mathbb D$ of the Brownian disk $\mathbb D$ as a metric space by endowing it with the (restriction of the) metric of $\mathbb D$. We show that the uniform measure on $\partial \mathbb D$ coincides with the…

We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…

Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…

The Brownian motion $(U^N_t)_{t\ge 0}$ on the unitary group converges, as a process, to the free unitary Brownian motion $(u_t)_{t\ge 0}$ as $N\to\infty$. In this paper, we prove that it converges strongly as a process: not only in…

We study the density of the signature of fractional Brownian motions with parameter $H>1/4$. In particular, we prove existence, smoothness, global Gaussian upper bounds and Varadhan's type asymptotics for this density. A key result is that…

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…

We consider a branching Brownian motion evolving in $\mathbb{R}^d$. We prove that the asymptotic behaviour of the maximal displacement is given by a first ballistic order, plus a logarithmic correction that increases with the dimension $d$.…

We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $\tau.$ We compute the Brown measure $\mu_{s,\tau}$ of $ub_{s,\tau },$ where $u$ is a…

We introduce and study the random non-compact metric space called the Brownian plane, which is obtained as the scaling limit of the uniform infinite planar quadrangulation. Alternatively, the Brownian plane is identified as the…

Let $B=\{(B_{t}^{1},..., B_{t}^{d}), t\geq 0\}$ be a $d$-dimensional fractional Brownian motion with Hurst parameter $H$ and let $R_{t}=% \sqrt{(B_{t}^{1})^{2}+... +(B_{t}^{d})^{2}}$ be the fractional Bessel process. It\^{o}'s formula for…

We consider fractional Brownian motion with the Hurst parameters from (1/2,1). We found that the increment of a fractional Brownian motion can be represented as the sum of a two independent Gaussian processes one of which is smooth in the…

We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumption, we prove density of linear functions on the signature in…

A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…

We study fractal properties of the image and the graph of Brownian motion in $\R^d$ with an arbitrary c{\`a}dl{\`a}g drift $f$. We prove that the Minkowski (box) dimension of both the image and the graph of $B+f$ over $A\subseteq [0,1]$ are…

For a symmetric random walk in $Z^2$ with $2+\delta$ moments, we represent $|\mathcal{R}(n)|$, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for…