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We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…

Probability · Mathematics 2018-06-26 Torstein Nilssen

By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…

Computational Complexity · Computer Science 2015-07-01 Paul Potgieter

Fix an arbitrary compact orientable surface with a boundary and consider a uniform bipartite random quadrangulation of this surface with $n$ faces and boundary component lengths of order $\sqrt n$ or of lower order. Endow this…

Probability · Mathematics 2025-09-16 Jérémie Bettinelli , Grégory Miermont

We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…

Probability · Mathematics 2020-10-19 Gage Bonner , Jean-Luc Thiffeault , Benedek Valko

We use a simple model of particle shape to investigate how particle asymmetry affects particle-surface interaction, orientation, and stochastic dynamics over a planar surface. With this geometric model, we construct potential energy curves…

Soft Condensed Matter · Physics 2017-10-10 Guilherme H. Oliveira , A. Honorato , Rene A. Nome

This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove that the resolvents of the time-changed Brownian motions are…

Probability · Mathematics 2022-01-27 Kouhei Matsuura

The purpose of this work is to construct a {\it Brownian motion} with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous…

Probability · Mathematics 2007-05-23 Taoufik Bouziane

The mixed fractional Brownian motion - the sum of independent fractional and standard Brownian motions - is known to be a semimartingale if the Hurst exponent $H$ of its fractional component satisfies $H > 3/4$. The question posed in the…

Probability · Mathematics 2026-04-06 Pavel Chigansky , Marina Kleptsyna

We study the Brownian motion of a charged test particle coupled to electromagnetic vacuum fluctuations near a perfectly reflecting plane boundary. The presence of the boundary modifies the quantum fluctuations of the electric field, which…

Quantum Physics · Physics 2007-05-23 Hongwei Yu , L. H. Ford

It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…

Statistical Mechanics · Physics 2020-12-14 Amir Shee , Abhishek Dhar , Debasish Chaudhuri

Consider a system of Brownian particles on the real line where each pair of particles coalesces at a certain rate according to their intersection local time. Assume that there are infinitely many initial particles in the system. We give a…

Probability · Mathematics 2022-11-29 Clayton Barnes , Leonid Mytnik , Zhenyao Sun

We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and…

Probability · Mathematics 2017-02-24 Sayan Banerjee , Krzysztof Burdzy , Mauricio Duarte

Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this…

Probability · Mathematics 2009-09-25 Christopher J. Bishop , Peter Jones , Robin Pemantle , Yuval Peres

By the work of P. L\'evy, the sample paths of the Brownian motion are known to satisfy a certain H\"older regularity condition almost surely. This was later improved by Ciesielski, who studied the regularity of these paths in Besov and…

Probability · Mathematics 2022-02-22 Henning Kempka , Cornelia Schneider , Jan Vybiral

Recently, dispersionless (coherent) motion of (noninteracting) massive Brownian particles, at intermediate time scales, was reported in a sinusoidal potential with a constant tilt. The coherent motion persists for a finite length of time…

Statistical Mechanics · Physics 2015-05-13 S. Saikia , Mangal C. Mahato

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…

Probability · Mathematics 2016-05-05 Liping Li , Jiangang Ying

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…

Probability · Mathematics 2011-12-19 Nicolas Curien , Takis Konstantopoulos

We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…

Mathematical Physics · Physics 2017-02-14 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.

Probability · Mathematics 2007-08-15 Tom Lindstrøm

Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…

Probability · Mathematics 2014-04-24 Alexandre Richard
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