Related papers: On the planar Brownian Green's function for stoppi…
In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…
We derive a closed-form solution for the Green's function for the wave equation of a static (with respect to an undragged, static observer at infinity) scalar charge in the Kerr space-time. We employ our solution to obtain an analytic…
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…
We investigate a first boundary value problem for a second-order partial differential equation involving the Prabhakar fractional derivative in time. Using structural properties of the Prabhakar kernel and generalized Mittag-Leffler…
In 1996, Bertoin and Werner [5] demonstrated a functional limit theorem, characterising the windings of pla- nar isotropic stable processes around the origin for large times, thereby complementing known results for planar Brownian mo- tion.…
We present and review an efficient method to calculate the retarded Green's function in multi-terminal nanostructures; which is needed in order to calculate the conductance through the system and the local particle densities within it. The…
The partition function with boundary conditions for various two-dimensional Ising models is examined and previously unobserved properties of conformal invariance and universality are established numerically.
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
In this paper, we studied the functional ergodic limits of the site-dependent branching Brownian motions in R. The results show that the limiting processes are non-degenerate if and only if the variance functions of branching laws are…
We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian…
In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild…
In this paper, we analyze a second-order differential equation with a piecewise constant argument and reflection coupled to periodic boundary conditions. Our main contribution is the construction of the related Green's function and a…
This work is devoted to the study of the existence and sign of Green's functions for first order linear problems with constant coefficients and initial (one point) conditions. We first prove a result on the existence of solutions of $n$-th…
We use reflecting Brownian motion (RBM) to prove the well known Gauss-Bonnet-Chern theorem for a compact Riemannian manifold with boundary. The boundary integrand is obtained by carefully analyzing the asymptotic behavior of the boundary…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
In a recent paper (Phys. Rev. D78, 084031 (2008), arXiv:0808.0642, Ref. [1]) it was shown in examples that the covariant retarded Green's functions in particular gauges for electromagnetism and linearized gravity can be used to reproduce…
We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…
The average thermodynamic power of a time-dependent external potential in the white-noise Langevin model is derived using a Green's function solution. The power appears as a driving term in the differential equation for the average energy…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…