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The active Brownian particle (ABP) model is widely used to describe the dynamics of active matter systems, such as Janus microswimmers. In particular, the analytical expression for an ABP's mean-squared-displacement (MSD) is useful as it…

Soft Condensed Matter · Physics 2022-12-07 Maximilian Bailey , Alexander Sprenger , Fabio Grillo , Hartmut Löwen , Lucio Isa

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

We investigate the process of eigenvalues of a symmetric matrix-valued process which upper diagonal entries are independent one-dimensional H\"older continuous Gaussian processes of order gamma in (1/2,1). Using the stochastic calculus with…

Probability · Mathematics 2014-07-29 David Nualart , Victor Pérez-Abreu

We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…

Probability · Mathematics 2022-12-15 Pierre Bras , Arturo Kohatsu-Higa

We define a time dependent empirical process based on $n$ independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to strong approximations and functional laws of the iterated…

Probability · Mathematics 2016-06-21 Péter Kevei , David M. Mason

Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…

Statistical Mechanics · Physics 2021-10-15 Thomas Vojta , Zachary Miller , Samuel Halladay

The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…

Probability · Mathematics 2025-07-21 Luisa Beghin , Alessandro De Gregorio , Yuliya Mishura

This article deals with the numerical resolution of backward stochastic differential equations. Firstly, we consider a rather general case where the filtration is generated by a Brownian motion and a Poisson random measure. We provide a…

Probability · Mathematics 2008-12-18 Emmanuel Gobet , Jean-Philippe Lemor

We provide a detailed derivation of a recently developed first-principles approach to calculating averages in systems of interacting, spherical Brownian particles under time-dependent flow. Although we restrict ourselves to flows which are…

Soft Condensed Matter · Physics 2015-06-05 J. M. Brader , M. E. Cates , M. Fuchs

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

We consider a geometric rough path associated with a fractional Brownian motion with Hurst parameter $H\in]{1/4}, {1/2}[$. We give an approximation result in a modulus type distance, up to the second order, by means of a sequence of rough…

Probability · Mathematics 2009-01-20 Annie Millet , Marta Sanz-Solé

We develop an exact Green-Kubo formula relating nonequilibrium averages in systems of interacting active Brownian particles to equilibrium time-correlation functions. The method is applied to calculate the density-dependent average swim…

Soft Condensed Matter · Physics 2016-11-23 A. Sharma , J. M. Brader

Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…

Soft Condensed Matter · Physics 2015-05-20 Farzaneh Sakha , Hossein Fazli

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

Methodology · Statistics 2015-03-17 Joan Bruna , Stéphane Mallat , Emmanuel Bacry , Jean-François Muzy

A construction of $p$-parameter Brownian sheet on the hypercube $C=[0,1]^p$ as a sum of $2^p$ independent Gaussian processes is obtained. The terms are closely related to Brownian pillows, and the probability laws of their $L^2(C)$ squared…

Statistics Theory · Mathematics 2025-10-09 A. Cabaña , E. M. Cabaña

We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed.

Probability · Mathematics 2008-01-03 Laurent Decreusefond , David Nualart

Let $B=\{(B_{t}^{1},..., B_{t}^{d}), t\geq 0\}$ be a $d$-dimensional fractional Brownian motion with Hurst parameter $H$ and let $R_{t}=% \sqrt{(B_{t}^{1})^{2}+... +(B_{t}^{d})^{2}}$ be the fractional Bessel process. It\^{o}'s formula for…

Probability · Mathematics 2007-05-23 Yaozhong Hu , David Nualart

We present a multiscale hybrid particle-field scheme for the simulation of relaxation and diffusion behavior of soft condensed matter systems. It combines particle-based Brownian dynamics and field-based local dynamics in an adaptive sense…

Soft Condensed Matter · Physics 2017-09-06 Shuanhu Qi , Friederike Schmid

Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…

Soft Condensed Matter · Physics 2014-05-22 Richard D. L. Hanes , Michael Schmiedeberg , Stefan U. Egelhaaf

Consider the fractional Brownian Motion (fBM) $B^H=\{B^H(t): t \in [0,1] \}$ with Hurst index $H\in (0,1)$. We construct a probability space supporting both $B^H$ and a fully simulatable process $\hat B_{\epsilon}^H $ such that $$\sup_{t\in…

Probability · Mathematics 2019-02-22 Yi Chen , Jing Dong , Hao Ni
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