Related papers: Planar Brownian Motion and Complex Analysis
The construction of the paths of all possible Brownian motions (in the sense of Knight) on a half line or a finite interval is reviewed.
We revisit the model of a quantum Brownian oscillator linearly coupled to an environment of quantum oscillators at finite temperature. By introducing a compact and particularly well-suited formulation, we give a rather quick and direct…
We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formulated, and a Riemann-Hilbert problem for the multiple…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
We give short proofs of two classical results about the position of the extremal particle in a branching Brownian motion, one concerning the median position and another the almost sure behaviour.
We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
We introduce a fundamental theory for the kinetics of systems of classical particles. The theory represents a unification of kinetic theory, Brownian motion and field theory. It is self-consistent and is the dynamic generalization of the…
As the title suggests, we will describe (and justify through the presentation of some of the relevant mathematics) prediction methodologies for sensor measurements. This exposition will mainly be concerned with the mathematics related to…
A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.
A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…
We provide a detailed description of all possible Feller processes on infinite} star graphs with finite number of edges, processes that while away from the graph's center behave like a one-dimensional Brownian motion. The description can be…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…
The conformal invariance of Brownian motion is used to give a short proof of the Open Mapping Theorem for analytic functions.
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…