Related papers: A conformal Skorokhod embedding
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees. Recent work has shown that split conformal prediction can…
Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…
Confined motions in complex environments are ubiquitous in microbiology. These situations invariably involve the intricate coupling between fluid flow, soft boundaries, surface forces and fluctuations. In the present study, such a coupling…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
We introduce a new formulation for the finite element immersed boundary method which makes use of a distributed Lagrange multiplier. We prove that a full discretization of our model, based on a semi-implicit time advancing scheme, is…
Given an initial (resp., terminal) probability measure $\mu$ (resp., $\nu$) on $\mathbb{R}^d$, we characterize those optimal stopping times $\tau$ that maximize or minimize the functional $\mathbb{E} |B_0 - B_\tau|^{\alpha}$, $\alpha > 0$,…
Spin coating is an out-of-equilibrium technique for producing polymer films and colloidal crystals quickly and reproducibly. In this review, we present an overview of theoretical and experimental studies of the spin coating of colloidal…
Brownian motion in the plane in the presence of a "trap" at which motion is stopped is studied. If the trap $T$ is a connected compact set, it is shown that the probability for planar Brownian motion to hit this set before a given time $t$…
We present a barrier method for treating frictional contact on interfaces embedded in finite elements. The barrier treatment has several attractive features, including: (i) it does not introduce any additional degrees of freedom or…
A system of Brownian hard balls is regarded as a reflecting Brownian motion in the configuration space and can be represented by a solution to a Skorohod-type equation. In this article, we consider the case that there are an infinite number…
Optimal linear-time algorithms for testing the planarity of a graph are well-known for over 35 years. However, these algorithms are quite involved and recent publications still try to give simpler linear-time tests. We give a simple…
We propose a new mechanism to alter the nature of the potential barriers when a biased Brownian particle under goes a constrained motion in narrow, periodic channel. By changing the angle of the external bias, the nature of the potential…
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…
We solve the Skorokhod embedding problem for a class of Gaussian processes including Brownian motion with non-linear drift. Our approach relies on solving an associated strongly coupled system of Forward Backward Stochastic Differential…
We show that a certain integral representation of the one-sided Skorokhod reflection of a continuous bounded variation function characterizes the reflection in that it possesses a unique maximal solution which solves the Skorokhod…
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…
The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…
We study dynamical properties of confined, self-propelled Brownian particles in an inhomogeneous activity profile. Using Brownian dynamics simulations, we calculate the probability to reach a fixed target and the mean first passage time to…