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We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…

Probability · Mathematics 2013-02-14 Dominique Lépingle

A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number…

Probability · Mathematics 2017-05-12 Endre Csaki , Miklos Csorgo , Antonia Foldes , Pal Revesz

In the 1950s, W. Feller characterized the most general Brownian motion on the closed half-line. He showed that any such process is a mixture of reflected, sticky, and killed Brownian motions. By most general Brownian motion, we mean a…

Probability · Mathematics 2025-12-23 Dirk Erhard , Tertuliano Franco , Wanessa Muricy

We consider a superprocess with coalescing Brownian spatial motion. We first prove a dual relationship between two systems of coalescing Brownian motions. In consequence we can express the Laplace functionals for the superprocess in terms…

Probability · Mathematics 2007-05-23 Xiaowen Zhou

The Brownian sphere is a random metric space, homeomorphic to the two-dimensional sphere, which arises as the universal scaling limit of many types of random planar maps. The direct construction of the Brownian sphere is via a continuous…

Probability · Mathematics 2025-02-19 Omer Angel , Emmanuel Jacob , Brett Kolesnik , Grégory Miermont

We determine analytically the form of optimal snake locomotion when the coefficient of transverse friction is large, the typical regime for biological and robotic snakes. We find that the optimal snake motion is a retrograde traveling wave,…

Biological Physics · Physics 2013-04-17 Silas Alben

We provide a general model for Brownian motions on metric graphs with interactions. In a general setting, for (sticky) Brownian propagations on edges, our model provides a characterization of lifetimes and holding times on vertices in terms…

Probability · Mathematics 2025-09-29 Fausto Colantoni , Mirko D'Ovidio , Flavia Tavani

We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…

Probability · Mathematics 2007-05-23 Erick Herbin , Ely Merzbach

Consider a Poisson process on $\mathbb{R}$ with intensity $f$ where $0 \leq f(x)<\infty$ for ${x}\geq 0$ and ${f(x)}=0$ for $x<0$. The "points" of the process represent sleeping frogs. In addition, there is one active frog initially located…

Probability · Mathematics 2017-02-08 Josh Rosenberg

Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…

Probability · Mathematics 2017-03-23 Vidyadhar Mandrekar , Andrey Pilipenko

A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…

Probability · Mathematics 2012-10-31 L. L. Zaitseva

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…

Probability · Mathematics 2011-10-12 Siva Athreya , Michael Eckhoff , Anita Winter

We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…

Probability · Mathematics 2025-02-04 Lianghui Luo

After summarizing basic features of self-organization such as entropy export, feedbacks and nonlinear dynamics, we discuss several examples in biology. The main part of the paper is devoted to a model of active Brownian motion that allows a…

Statistical Mechanics · Physics 2007-05-23 Werner Ebeling , Frank Schweitzer

In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…

Statistical Mechanics · Physics 2009-06-05 Peter Hanggi , Fabio Marchesoni

The "Brownian map" is a fundamental object in mathematics, in some sense a 2-dimensional analogue of Brownian motion. Here we briefly explain this object and a bit of its history.

Probability · Mathematics 2021-06-01 John C. Baez

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

Statistical Mechanics · Physics 2016-05-04 Patrick Pietzonka , Kevin Kleinbeck , Udo Seifert

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…

Probability · Mathematics 2025-11-26 Adam Bobrowski , Andrey Pilipenko

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…

Probability · Mathematics 2015-09-25 Xavier Bardina , Giulia Binotto , Carles Rovira

We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…

Quantum Physics · Physics 2014-11-20 P. Aniello , A. Kossakowski , G. Marmo , F. Ventriglia