Related papers: Analyticity of intersection exponents for planar B…
In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…
Motivated by a common Mathematical Finance topic, we discuss the reciprocal of the exit time from a cone of planar Brownian motion which also corresponds to the exponential functional of an associated Brownian motion. We prove a conjecture…
In this paper, we find a natural four dimensional analog of the moderate deviation results of Chen (2004) for the mutual intersection of two independent Brownian motions $B$ and $B'$. In this work, we focus on understanding the following…
For a real analytic periodic function $\phi:\mathbb{R}\to\mathbb{R}^d$, an integer $b \ge 2$ and $\lambda\in(1/b,1)$, we prove that the box dimension and the Hausdorff dimension of the graph of the Weierstrass function…
Let (B_t : t > 0) be a planar Brownian motion and define gauge functions $\phi_\alpha(s)=log(1/s)^{-\alpha}$ for $\alpha>0$. If $\alpha<1$ we show that almost surely there exists a point x in the plane such that $H^{\phi_\alpha}({t > 0 :…
We study the distance between the two rightmost particles in branching Brownian motion. Derrida and the second author have shown that the long-time limit $d_{12}$ of this random variable can be expressed in terms of PDEs related to the…
We study the large time behavior of the optimal transportation cost towards the uniform distribution, for the occupation measure of a stationary Brownian motion on the flat torus in $d$ dimensions, where the cost of transporting a unit of…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We study the meeting level between squared Bessel (BESQ) flow lines of different dimensions, and show that it gives rise to a jump Markov process. We apply these results to the skew Brownian flow introduced by Burdzy and Chen…
Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…
The paper deals with projection estimators of the density of the stationary solution $X$ to a differential equation driven by the fractional Brownian motion under a dissipativity condition on the drift function. A model selection method is…
We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…
In this paper we deal with the following family of exponential maps $(f_\lambda:z\mapsto \lambda(e^z-1))_{\lambda\in [1,+\infty)}$. Denoting $d(\lambda)$ the hyperbolic dimension of $f_\lambda$. It is known that the function $\lambda\mapsto…
By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…
We obtain a representation formula for the derivative of the spectral shift function $\xi(\lambda; B, \epsilon)$ related to the operators $H_0(B,\epsilon) = (D_x - By)^2 + D_y^2 + \epsilon x$ and $H(B, \epsilon) = H_0(B, \epsilon) + V(x,y),…
Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion, to which we associate the exponential additive functional $A_{t}=\int _{0}^{t}e^{2B_{s}}ds,\,t\ge 0$. Starting from a simple observation of generalized inverse…
A graduate level textbook on the interplay between complex analysis and Brownian motion.
Brownian motion on a smash line algebra (a smash or braided version of the algebra resulting by tensoring the real line and the generalized paragrassmann line algebras), is constructed by means of its Hopf algebraic structure. Further,…
We approximate intersection numbers $\big\langle \psi_1^{d_1}\cdots \psi_n^{d_n}\big\rangle_{g,n}$ on Deligne-Mumford's moduli space $\overline{\mathcal M}_{g,n}$ of genus $g$ stable complex curves with $n$ marked points by certain…
In this article we obtain uniform estimates on the absorption of Brownian motion by porous interfaces surrounding a compact set. An important ingredient is the construction of certain resonance sets, which are hard to avoid for Brownian…