Related papers: Peeling the Brownian half-plane

We introduce and study a random non-compact space called the bigeodesic Brownian plane, and prove that it is the tangent plane in distribution of the Brownian sphere at a point of its simple geodesic from the root (for the local…

Excursion reflected Brownian motion (ERBM) is a strong Markov process defined in a finitely connected domain $D \subset \mathbb{C}$ that behaves like a Brownian motion away from the boundary of $D$ and picks a point according to harmonic…

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…

Suppose a solid has a crack filled with a gas. If the crack reaches the surrounding medium, how long does it take the gas to diffuse out of the crack? Iterated Brownian motion serves as a model for diffusion in a crack. If \tau is the first…

We study the effect of confinement on the mean perimeter of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory. We use a minimal model where an infinite reflecting wall confines the…

We show that the dimension of the exit distribution of planar partially reflected Brownian motion can be arbitrarily close to 2.

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…

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

We provide a new construction of Brownian disks in terms of forests of continuous random trees equipped with nonnegative labels corresponding to distances from a distinguished point uniformly distributed on the boundary of the disk. This…

We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$,…

We provide a geometric representation of the Poisson and Martin boundaries of a transient, bounded degree triangulation of the plane in terms of its circle packing in the unit disc. (This packing is unique up to M\"obius transformations.)…

Consider a Brownian particle in three dimensions which is attracted by a plane with a strength proportional to some dimensionless parameter $\alpha$. We investigate the fractal spatial structure of the visited lattice sites in a cubic…

We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Given a homogenous Poisson point process in the plane, we prove that it is possible to partition the plane into bounded connected cells of equal volume, in a translation-invariant way, with each point of the process contained in exactly one…

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…

Diffusion through semipermeable interfaces has a wide range of applications, ranging from molecular transport through biological membranes to reverse osmosis for water purification using artificial membranes. At the single-particle level,…

We define a class a metric spaces we call Brownian surfaces, arising as the scaling limits of random maps on general orientable surfaces with a boundary and we study the geodesics from a uniformly chosen random point. These metric spaces…

We are interested in the cycles obtained by slicing at all heights random Boltzmann triangulations with a simple boundary. We establish a functional invariance principle for the lengths of these cycles, appropriately rescaled, as the size…

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…