Related papers: Random continuum and Brownian motion

We present results from a series of experiments on a granular medium sheared in a Couette geometry and show that their statistical properties can be computed in a quantitative way from the assumption that the resultant from the set of…

We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…

For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…

We used the random walk to model the problem of reserves. The classic case of a stochastic process is the example of random walks, which are used to study a set of phenomena and, particularly, as in this article, models of reserves…

For a set $A\subset C[0,\infty)$, we give new results on the growth of the number of particles in a dyadic branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large…

This paper investigates ruin probabilities for a two-dimensional fractional Brownian risk model with a proportional reinsurance scheme. We focus on joint and simultaneous ruin probabilities in a finite-time horizon. The risk processes of…

We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It…

We compute the rate of decay of the persistence probabilities of spherical fractional Brownian motion, which was defined by L\'evy (1965) and Istas (2005). The rate resembles the Euclidean case treated in Molchan (1999). As a by-product we…

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…

We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion.

We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…

This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.

In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…

In this paper, we study elastic Brownian motion on a \(C^2\) domain. Instead of being killed at the boundary, the process restarts from a random position inside the domain. We characterize this process through its stochastic differential…

We prove the existence of scaling limits for the projection on the backbone of the random walks on the Incipient Infinite Cluster and the Invasion Percolation Cluster on a regular tree. We treat these projected random walks as randomly…

We consider the model space of constant curvature in dimension n and characterize all co-adapted couplings of Brownian motions on this space for which the distance between the processes is deterministic. In addition, the construction of the…

The muscle contraction, operation of ATP synthase, maintaining the shape of a cell are believed to be secured by motor proteins, which can be modelled using the Brownian ratchet mechanism. We consider the randomly flashing ratchet model of…

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

The Boltzmann model for the random generation of "decomposable" combinatorial structures is a set of techniques that allows for efficient random sampling algorithms for a large class of families of discrete objects. The usual requirement of…

We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed…