Related papers: Brownian motion with killing and reflection and th…
In this paper we consider a (reflected) Brownian motion with broken drift hitting a random boundary. Some dedicated calculations allow us to obtain the formula on the joint Laplace transform of the hitting time and hitting position. These…
We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…
We study co-adapted couplings of (canonical hypoelliptic) diffu-sions on the (subRiemannian) Heisenberg group, that we call (Heisenberg) Brow-nian motions and are the joint laws of a planar Brownian motion with its L{\'e}vy area. We show…
In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of…
We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formulated, and a Riemann-Hilbert problem for the multiple…
This paper is concerned with eigenvalue problems for non-symmetric elliptic operators with large drifts in bounded domains under Dirichlet boundary conditions. We consider the minimal principal eigenvalue and the related principal…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…
In this paper, we consider first order Sobolev spaces with Robin boundary condition on unbounded Lipschitz domains. Hunt processes are associated with these spaces. We prove that the semigroup of these processes are doubly Feller. As a…
The hybrid spectral problem where the field satisfies Dirichlet conditions (D) on part of the boundary of the relevant domain and Neumann (N) on the remainder is discussed in simple terms. A conjecture for the C_1 coefficient is presented…
Reaction-diffusion equations are studied on bounded, time-periodic domains with zero Dirichlet boundary conditions. The long-time behaviour is shown to depend on the principal periodic eigenvalue of a transformed periodic-parabolic problem.…
We study a model of $n$ one-dimensional non-intersecting Brownian motions with two prescribed starting points at time $t=0$ and two prescribed ending points at time $t=1$ in a critical regime where the paths fill two tangent ellipses in the…
The Brownian motion of a particle with higher-derivative dynamics (HDD) coupling with a bath consisting of harmonic oscillators is investigated. The Langevin equation and corresponding Fokker-Planck equation for the Brownian motion of the…
The multiple disorder problem seeks to determine a sequence of stopping times which are as close as possible to the unknown times of disorders at which the observation process changes its probability characteristics. We derive closed form…
The dynamics of the pseudo-Newtonian restricted four-body problem has been studied in the present paper, where the primaries have equal masses. The parametric variation of the existence as well as the position of the libration points are…
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…
This paper is concerned with the boundary-value problem on the Boltzmann equation in bounded domains with diffuse-reflection boundary where the boundary temperature is time-periodic. We establish the existence of time-periodic solutions…
We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…