Related papers: Brownian Motion with a Singular Drift
The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian $B_t$ starting from the origin, and evolving during time $T$, one considers the following three observables: (i) the duration $t_+$ the…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
We study the Brownian motion of a single particle coupled to an external ac field in a two-dimensional random potential. We find that for small fields a large-scale vorticity pattern of the steady-state net currents emerges, a consequence…
We derive a model based on the structure of dependence between a Brownian motion and its reflection according to a barrier. The structure of dependence presents two states of correlation: one of comonotonicity with a positive correlation…
We discuss a novel approach for directional, light dark matter searches inspired by the high precision position measurements achieved in gravitational wave detectors. If dark matter interacts with ordinary matter, movable masses are subject…
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…
We observe that the probability distribution of the Brownian motion with drift $-c \frac x {1-t}$ where $c\not =1$ is singular with respect to that of the classical Brownian bridge measure on $[0,1]$, while their Cameron-Martin spaces are…
The force acting on a test particle moving around a body that is gravitating and emitting electromagnetic radiation at the same time is computed up to the second order in $1/c$, and the shift of perihelion is found. The total shift is…
We study the influence of the lattice topography and the coupling between motion in different directions, for a three-dimensional Brownian motor based on cold atoms in a double optical lattice. Due to controllable relative spatial phases…
Active particles which are self-propelled by converting energy into mechanical motion represent an expanding research realm in physics and chemistry. For micron-sized particles moving in a liquid ("microswimmers"), most of the basic…
We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, modeling different types of random perturbations. The linear…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…
Active Brownian particles, even without attractive and anisotropic inter-particle interactions, can form a high-density phase featuring structure-ordered domains as well as collective motion regions under thermal noise. However, the…
We explore the impact of loop effects on positivity in effective field theories emerging in the infrared from unitary and causal microscopic dynamics. Focusing on massless particles coupled to gravity, we address the treatment of…
In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as the local time of…
Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…
We introduce and construct on/off super-Brownian motion (on/off SBM) as a measure-valued scaling limit of critical on/off branching Brownian motions. The distinguishing feature of this process is that its infinitesimal particles can switch…
We consider an optimal control problem, where a Brownian motion with drift is sequentially observed, and the sign of the drift coefficient changes at jump times of a symmetric two-state Markov process. The Markov process itself is not…