相关论文: Brownian Motion in Dire Straits
The expected signature is an analogue of the Laplace transform for rough paths. Chevyrev and Lyons showed that, under certain moment conditions, the expected signature determines the laws of signatures. Lyons and Ni posed the question of…
Active Brownian particles, even without attractive and anisotropic inter-particle interactions, can form a high-density phase featuring structure-ordered domains as well as collective motion regions under thermal noise. However, the…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
It is now well established that microswimmers can be sorted or segregated fabricating suitable microfluidic devices or using external fields. A natural question is how these techniques can be employed for dividing swimmers of different…
For drifted Brownian motion $X(t)= x - \mu t + B_t \ (\mu >0)$ starting from $x>0,$ we study the joint distribution of the first-passage time below zero, $\tau(x),$ and the first-passage area, $A(x),$ swept out by $X$ till the time…
We study here the extreme statistics of Brownian particles escaping from a cusp funnel: the fastest Brownian particles among $n$ follow an ensemble of optimal trajectories located near the shortest path from the source to the target. For…
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…
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 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…
We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of…
Discrete sequences with respect to the Kobayashi distance in a strongly pseudoconvex bounded domain $D$ are related to Carleson measures by a formula that uses the Euclidean distance from the boundary of $D$. Thus the speed of escape at the…
Inspired by the collective phenomenon of territorial emergence, whereby animals move and interact through the scent marks they deposit, we study the dynamics of a 1D Brownian walker in a random environment consisting of confining boundaries…
Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and location of a random walk when it first crosses a nonlinear…
The mean first passage time (MFPT) is a key metric for understanding transport, search, and escape processes in stochastic systems. While well characterized for passive Brownian particles, its behavior in active systems-such as active…
Quantum particles interacting with potential barriers are ubiquitous in physics, and the question of how much time they spend inside classically forbidden regions has attracted interest for many decades. Recent developments of new…
Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are…
We investigate the appearance of trapping states in pedestrian flows through bottlenecks as a result of the interplay between the geometry of the system and the microscopic stochastic dynamics. We model the flow trough a bottleneck via a…
Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…