相关论文: Ball throwing on spheres
In this paper, we investigate two-sided bounds for the small ball probability of a mixed fractional Brownian motion with a general deterministic trend function, in terms of respective small ball probability of a mixed fractional Brownian…
In non-minimally coupled effective gravity theories one can have non-topological solitonic solutions. A typical solution is a spherical region with $G_{\it eff}=0$ outside and having the canonical Newtonian value inside. Such a spherical…
In this article we will explore Dirichlet Laplace eigenvalues on balls on spherically symmetric manifolds. We will compare any Dirichlet Laplace eigenvalue with the corresponding Dirichlet Laplace eigenvalue on balls in Euclidean space with…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
Explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts are given. We need to consider the joint distributions of the first hitting times to the sphere and the hitting positions of the…
Self-propelled particles move along circles rather than along a straight line when their driving force does not coincide with their propagation direction. Examples include confined bacteria and spermatozoa, catalytically driven nanorods,…
If we compose a smooth function g with fractional Brownian motion B with Hurst index H > 1/2, then the resulting change of variables formula [or It/^o- formula] has the same form as if fractional Brownian motion would be a continuous…
We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}subsetmathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
Rough volatility models are becoming increasingly popular in quantitative finance. In this framework, one considers that the behavior of the log-volatility process of a financial asset is close to that of a fractional Brownian motion with…
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…
We propose an efficient numerical approach to simulate the boundary local time of reflected Brownian motion, as well as the time and position of the associated reaction event on a smooth boundary of a Euclidean domain. This approach…
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.
Let $S^{d-1}_r$ be the sphere in $\bR^d$ whose center is the origin and the radius is $r$, and $\sigma_r$ be the first hitting time to it of the standard Brownian motion $\{B_t\}_{t\geqq0}$, possibly with constant drift. The aim of this…
In hyperbolic space density cannot be defined by a limit as we define it in Euclidean space. We describe the local density bounds for sphere packings and we discuss the different attempts to define optimal arrangements in hyperbolic space.
Let $B = \left\{ B\left( x\right),\, x\in \mathbb{S}^{2}\right\} $ be the fractional Brownian motion indexed by the unit sphere $\mathbb{S}^{2}$ with index $0<H\leq \frac{1}{2}$, introduced by Istas \cite{IstasECP05}. We establish optimal…
We show that, even in the most favorable case, the motion of a small spherical tracer suspended in a fluid of the same density may differ from the corresponding motion of an ideal passive particle. We demonstrate furthermore how its…
Rolling of a small sphere on a solid support is governed by a non-linear friction that is akin to the Coulombic dry fiction. No motion occurs when the external field is weaker than the frictional resistance. However, with the intervention…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
We find the exponential growth rate of the population outside a ball with time dependent radius for a branching Brownian motion in Euclidean space. We then see that the upper bound of the particle range is determined by the principal…