相关论文: Integral Equations and the First Passage Time of B…
We investigate theoretically and experimentally the first passage-time properties of a spherical Brownian particle that is harmonically trapped at thermal equilibrium in a fluid at constant temperature. By using the overdamped version of…
We develop a first-principles theory for Schottky barrier physics. The Poisson equation is solved completely self-consistently with the electrostatic charge density and outside the normal density functional theory (DFT) electronic structure…
We consider a Volterra convolution equation in $\mathbb{R}^d$ perturbed with an additive fractional Brownian motion of Riemann-Liouville type with Hurst parameter $H\in (0,1)$. We show that its solution solves a stochastic partial…
We consider linear scalar wave equations with a hereditary integral term of the kind used to model viscoelastic solids. The kernel in this Volterra integral is a sum of decaying exponentials (The so-called Maxwell, or Zener model) and this…
In this paper, we investigate existence and uniqueness of solutions of nonlinear Volterra-Fredholm impulsive integrodifferential equations. Utilizing theory of Picard operators we examine data dependence of solutions on initial conditions…
In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions $f(t);…
We study the strongly singular volume integral equation that describes the scattering of time-harmonic electromagnetic waves by a penetrable obstacle. We consider the case of a cylindrical obstacle and fields invariant along the axis of the…
In this paper, we study the Backward stochastic Volterra integral equation driven by G-Brownian motion (G-BSVIE). By adopting a different backward iteration method, we construct the approximating sequences on each local interval. With the…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
We investigate the well-posedness of the characteristic initial-boundary value problem for the Einstein equations in Bondi-like coordinates (including Bondi, double-null and affine). We propose a definition of strong hyperbolicity of a…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
We use probabilistic methods to characterise time dependent optimal stopping boundaries in a problem of multiple optimal stopping on a finite time horizon. Motivated by financial applications we consider a payoff of immediate stopping of…
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…
Motivated by an approximation problem from mathematical finance, we analyse the stability of the boundary crossing probability for the multivariate Brownian motion process, with respect to small changes of the boundary. Under broad…
A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original…
We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles having the same diffusion constant and…
We prove a result related to Bressan's mixing problem. We establish an inequality for the change of Bianchini semi-norms of characteristic functions under the flow generated by a divergence free time dependent vector field. The approach…
Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…
Consider a system of particles moving independently as Brownian motions until two of them meet, when the colliding pair annihilates instantly. The construction of such a system of annihilating Brownian motions (aBMs) is straightforward as…
Active matter concerns the self-organization of energy consuming elements such as motile bacteria or self-propelled colloids. A canonical example is an active Brownian particle (ABP) that moves at constant speed while its direction of…