相关论文: Conditional speed of branching Brownian motion, sk…

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type…

Biological microswimmers often inhabit a porous or crowded environment such as soil. In order to understand how such a complex environment influences their spreading, we numerically study non-interacting active Brownian particles (ABPs) in…

We consider the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism.…

Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…

We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…

Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

The motility of living things and synthetic self-propelled objects is often described using Active Brownian particles. To capture the interaction of these particles with their often complex environment, this model can be augmented with…

We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

Consider $N$ particles performing random walks on the $\epsilon$-grid $(\epsilon Z)^d$, $\epsilon>0$ with branching and density-dependent selection: When one of the particles branches, a particle is removed from the most populated site. The…

We present an approximation to the Brunet--Derrida model of supercritical branching Brownian motion on the real line with selection of the $N$ right-most particles, valid when the population size $N$ is large. It consists of introducing a…

We study a general model of granular Brownian ratchet consisting of an asymmetric object moving on a line and surrounded by a two-dimensional granular gas, which in turn is coupled to an external random driving force. We discuss the two…

We consider the annealed asymptotics for the survival probability of Brownian motion among randomly distributed traps. The configuration of the traps is given by independent displacements of the lattice points. We determine the long time…

Consider a system of particles performing branching Brownian motion with negative drift $\mu = \sqrt{2 - \epsilon}$ and killed upon hitting zero. Initially there is one particle at $x>0$. Kesten showed that the process survives with…

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of A\"{i}dekon, Hu and Shi in [J. Math. Sci. \textbf{238}(2019)]. Additionally,…