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A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Probability · Mathematics 2007-05-23 Itai Benjamini , Zhen-Qing Chen , Steffen Rohde

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…

Probability · Mathematics 2026-05-05 Jules Flin

Let $D\subsetneq R^d$ be an unbounded domain and let $B(t)$ be a Brownian motion in $D$ with normal reflection at the boundary. We study the transcience/recurrence dichotomy, focusing mainly on domains of the form $D=\{(x,z)\in…

Probability · Mathematics 2009-06-22 Ross G. Pinsky

Consider a semimartingale reflecting Brownian motion (SRBM) $Z$ whose state space is the $d$-dimensional nonnegative orthant. The data for such a process are a drift vector $\theta$, a nonsingular $d\times d$ covariance matrix $\Sigma$, and…

Probability · Mathematics 2010-09-30 Maury Bramson , J. G. Dai , J. M. Harrison

A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…

Probability · Mathematics 2024-08-13 Masakiyo Miyazawa

For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows…

Probability · Mathematics 2023-11-07 Mikhail V. Menshikov , Aleksandar Mijatović , Andrew R. Wade

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…

Statistical Mechanics · Physics 2009-03-30 Andrea Zoia , Alberto Rosso , Satya N. Majumdar

Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the…

Probability · Mathematics 2010-11-13 Maury Bramson

We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…

Probability · Mathematics 2018-12-21 B. Horvath , A. Jacquier , C. Lacombe

We introduce a family of two-dimensional reflected random walks in the positive quadrant and study their Martin boundary. While the minimal boundary is systematically equal to a union of two points, the full Martin boundary exhibits an…

Probability · Mathematics 2022-09-27 Irina Ignatiouk-Robert , Irina Kourkova , Kilian Raschel

We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…

Probability · Mathematics 2024-07-31 Cristina Costantini , Thomas G. Kurtz

For normally reflected Brownian motion and for simple random walk on independently growing in time d-dimensional domains, d>=3, we establish a sharp criterion for recurrence versus transience in terms of the growth rate.

Probability · Mathematics 2014-08-28 Amir Dembo , Ruojun Huang , Vladas Sidoravicius

We study stochastic billiards in infinite planar domains with curvilinear boundaries: that is, piecewise deterministic motion with randomness introduced via random reflections at the domain boundary. Physical motivation for the process…

Probability · Mathematics 2008-08-30 Mikhail V. Menshikov , Marina Vachkovskaia , Andrew R. Wade

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…

Probability · Mathematics 2015-12-09 Krzysztof Burdzy , Zhen-Qing Chen , Donald Marshall , Kavita Ramanan

Inspired by Dai et al. [2023], we develop a novel multi-scaling asymptotic regime for semimartingale reflecting Brownian motion (SRBM). In this regime, we establish the steady-state convergence of SRBM to a product-form limit with…

Probability · Mathematics 2025-06-16 Jin Guang , Xinyun Chen , J. G. Dai , Peter W. Glynn

We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…

Differential Geometry · Mathematics 2016-08-24 Levi Lopes de Lima

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

Probability · Mathematics 2023-10-23 Mihail Bazhba , Jose Blanchet , Roger J. A. Laeven , Bert Zwart

Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found…

Probability · Mathematics 2020-06-11 Sandro Franceschi , Irina Kourkova
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