相关论文: On structure of regular Dirichlet subspaces for on…
In this paper, we shall consider the killing transform induced by a multiplicative functional on regular Dirichlet subspaces of a fixed Dirichlet form. Roughly speaking, a regular Dirichlet subspace is a closed subspace with Dirichlet and…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
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…
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…
In this paper, it is presented the well known aspect of non linearity of internal human body structures. Similarity on the basis of the Fractional Brownian Motion from the static ones, as the geometrical fractals like the Intestine and…
We prove that the tagged particles of infinitely many Brownian particles in $ \Rtwo $ interacting via a logarithmic (two-dimensional Coulomb) potential with inverse temperature $ \beta = 2 $ are sub-diffusive. The associated delabeled…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
In the paper we investigate statistical and topological properties of fractional Brownian polymer chains, equipped with the short-range volume interactions. The attention is paid to statistical properties of collapsed conformations with the…
Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic…
We prove that, up to scalar multiples, there exists only one local regular Dirichlet form on a generalized Sierpinski carpet that is invariant with respect to the local symmetries of the carpet. Consequently for each such fractal the law of…
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…
We consider mean trajectories of multiple tracking points on a rigid body that conducts Brownian motion in the absence and presence of an external force field. Based on a na\"{\i}ve representation of rigid body - polygon and polyhedron…
Brownian motion is essential for describing diffusion in systems ranging from simple to complex liquids. Unlike simple liquids, which consist of only a solvent, complex liquids, such as colloidal suspensions or the cytoplasm of a cell, are…
In metric measure spaces, we study boundary traces of BV functions in domains equipped with a doubling measure and supporting a Poincar\'e inequality, but possibly having a very large and irregular boundary. We show that the trace exists in…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a…
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…
The effective diffusivity of Brownian tracer particles confined in periodic micro-channels is smaller than the microscopic diffusivity due to entropic trapping. Here, we study diffusion in two-dimensional periodic channels whose…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…