Related papers: One Brownian Stochastic Flow
We consider the equations of motion for an incompressible Non-Newtonian fluid in a bounded Lipschitz domain $G\subset\mathbb R^d$ during the time intervall $(0,T)$ together with a stochastic perturbation driven by a Brownian motion $W$. The…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
This article refines the classical notion of a stochastic D-bifurcation to the respective family of n-point motions for homogeneous Markovian stochastic semiflows, such as stochastic Brownian flows of homeomorphisms, and their…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
Energy absorption by driven chaotic systems, the theory of energy spreading and quantal Brownian motion are considered. In particular we discuss the theory of a classical particle that interacts with quantal chaotic degrees of freedom, and…
We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…
Using quantum parallelism on random walks as original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers -- with internal degrees of freedom which serve as…
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.
Biological systems are characterized by the ubiquitous roles of weak, that is, non-covalent molecular interactions, small, often very small, numbers of specific molecules per cell, and Brownian motion. These combine to produce stochastic…
A Brownian pump of particles in an asymmetric finite tube is investigated in the presence of an unbiased external force. The pumping system is bounded by two particle reservoirs. It is found that the particles can be pumped through the tube…
We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in fluid dynamics and shape analysis modelling coarse scale…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
In the present paper we outline the stochastic limit approach to superfluidity. The Hamiltonian describing the interaction between the Bose condensate and the normal phase is introduced. Sufficient in the stochastic limit condition of…
In this paper we construct an object which we call the full Brownian web (FBW) and prove that the collection of all space-time trajectories of a class of one-dimensional stochastic flows converges weakly, under diffusive rescaling, to the…
Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…
We investigate the statistical properties of an over-damped Brownian particle that is trapped by a harmonic potential and simultaneously exposed to a linear shear flow or to a plane Poiseuille flow. Its probability distribution is…
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,…
We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
We prove a fluctuating limit theorem of a sequence of super-Brownian motions over $\mbb{R}$ with a single point catalyst. The weak convergence of the processes on the space of Schwarz distributions is established. The limiting process is an…