相关论文: Brownian motion in the quadrant with oblique repul…

We study the problem of when a Brownian motion in the unit ball has a positive probability of avoiding a countable collection of spherical obstacles. We give a necessary and sufficient integral condition for such a collection to be…

We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.

We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…

We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…

We study the Quantum Brownian motion of a charged particle moving in a harmonic potential in the presence of an uniform external magnetic field and linearly coupled to an Ohmic bath through momentum variables. We analyse the growth of the…

We consider a single Brownian particle in a spatially symmetric, periodic system far from thermal equilibrium. This setup can be readily realized experimentally. Upon application of an external static force F, the average particle velocity…

Motivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant. The original problem is approximated by a drift control problem, to which we…

We computationally study the behavior of underdamped active Brownian particles in a sheared channel geometry. Due to their underdamped dynamics, the particles carry momentum a characteristic distance away from the boundary before it is…

We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…

We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…

We consider the two dimensional motion of a particle into a confining potential, subjected to Brownian forces, associated with two different temperatures on the orthogonal directions. Exact solutions are obtained for an asymmetric harmonic…

We use a simple model of particle shape to investigate how particle asymmetry affects particle-surface interaction, orientation, and stochastic dynamics over a planar surface. With this geometric model, we construct potential energy curves…

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

We derive the asymptotic winding law of a Brownian particle in the plane subjected to a tangential drift due to a point vortex. For winding around a point, the normalized winding angle converges to an inverse Gamma distribution. For winding…

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

We study the dynamics of the outliers for a large number of independent Brownian particles in one dimension. We derive the multi-time joint distribution of the position of the rightmost particle, by two different methods. We obtain the two…

We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…

We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…

Sticky Brownian motions, as time-changed semimartingale reflecting Brownian motions, have various applications in many fields, including queuing theory and mathematical finance. In this paper, we are concerned about the stationary…

The flashing Brownian ratchet is a stochastic process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, the latter being a one-dimensional diffusion process that drifts towards a minimum of a…