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Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph,…

概率论 · 数学 2015-05-27 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.

概率论 · 数学 2014-05-27 Agelos Georgakopoulos , Konrad Kolesko

We establish parabolicity and quadratic area growth for minimal surfaces-with-boundary contained in regions of R^3 which are within a sub-logarithmic factor of the exterior of a cone. Unlike previous work showing that these two properties…

微分几何 · 数学 2013-10-07 Robert W. Neel

Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of single vertex graphs are given.

概率论 · 数学 2010-12-07 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way…

微分几何 · 数学 2011-01-20 Robert W. Neel

The paper studies the question of whether the classical mirror and synchronous couplings of two Brownian motions minimise and maximise, respectively, the coupling time of the corresponding geometric Brownian motions. We establish a…

概率论 · 数学 2013-10-21 Saul D. Jacka , Aleksandar Mijatovic , Dejan Siraj

A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star…

概率论 · 数学 2018-05-29 Florian Werner

We consider admissible random walks on hyperbolic graphs. For a given harmonic function on such a graph, we prove that asymptotic properties of non-tangential boundedness and non-tangential convergence are almost everywhere equivalent. The…

度量几何 · 数学 2013-03-12 Camille Petit

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

概率论 · 数学 2025-01-31 Sandro Franceschi

The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…

概率论 · 数学 2014-05-28 Alexander Gushchin , Mikhail Urusov

We construct a parabolic entire minimal graph $S$ over a finite topology complete Riemannian surface $\Sigma$ of curvature $-1$ and infinite area (thus of non-parabolic conformal type). The vertical projection of this graph yields a…

微分几何 · 数学 2016-07-19 Laurent Mazet , Magdalena Rodriguez , Harold Rosenberg

We prove that nonlocal minimal graphs in the plane exhibit generically stickiness effects and boundary discontinuities. More precisely, we show that if a nonlocal minimal graph in a slab is continuous up to the boundary, then arbitrarily…

偏微分方程分析 · 数学 2020-06-24 Serena Dipierro , Ovidiu Savin , Enrico Valdinoci

Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given.

概率论 · 数学 2011-02-23 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

We show that there are minimal graphs in R^{n+1} whose intersection with the portion of the horizontal hyperplane contained in the unit ball has any prescribed geometry, up to a small deformation. The proof hinges on the construction of…

微分几何 · 数学 2018-02-26 Alberto Enciso , M. Angeles Garcia-Ferrero , Daniel Peralta-Salas

Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…

动力系统 · 数学 2020-07-23 Zemer Kosloff , Terry Soo

Let $\mathbb{M}^{2}$ be a complete non compact orientable surface of non negative curvature. We prove in this paper some theorems involving parabolicity of minimal surfaces in $\mathbb{M}^{2}\times\mathbb{R}$. First, using a…

微分几何 · 数学 2017-06-22 Vanderson Lima

We extend the notion of effective resistance to metric spaces that are similar to graphs but can also be similar to fractals. Combined with other basic facts proved in the paper, this lays the ground for a construction of Brownian Motion on…

一般拓扑 · 数学 2014-01-24 Agelos Georgakopoulos

Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…

概率论 · 数学 2009-02-02 Hiroyuki Matsumoto

Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an…

概率论 · 数学 2010-12-07 Vadim Kostrykin , Jürgen Potthoff , Robert Schrader

Let $\widetilde{X}$ be a locally finite complete Gromov hyperbolic metric graph with the geometric boundary consisting of infinitely many points. Suppose that there is a discrete subgroup of the isometry group $Iso(\widetilde{X})$ acting…

动力系统 · 数学 2020-12-16 Soonki Hong , Seonhee Lim
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