相关论文: Obliquely reflected Brownian motion in non-smooth …

We analyze the convergence to equilibrium of one-dimensional reflected Brownian motion (RBM) and compute a number of related initial transient formulae. These formulae are of interest as approximations to the initial transient for queueing…

Self-similarity is widely considered the reference framework for modeling the scaling properties of real-world data. However, most theoretical studies and their practical use have remained univariate. Operator Fractional Brownian Motion…

The atmospheres of (exo) planets and moons, as well as reflection nebulae, contain in general independently scattering particles in random orientation and are often supposed to be plane-parallel. Relations are presented for the…

Combining experiments on active colloids, whose propulsion velocity can be controlled via a feedback loop, and theory of active Brownian motion, we explore the dynamics of an overdamped active particle with a motility that depends…

It is known that integrable models associated to rational $R$ matrices give rise to certain non-abelian symmetries known as Yangians. Analogously `boundary' symmetries arise when general but still integrable boundary conditions are…

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the…

We study the motion of a random string in a convex domain $O$ in $\R^d$, namely the solution of a vector-valued stochastic heat equation, confined in the closure of $O$ and reflected at the boundary of $O$. We study the structure of the…

We present a method to determine the strain tensor and local lattice rotation with Dark Field X-ray Microscopy. Using a set of at least 3 non-coplanar, symmetry-equivalent Bragg reflections, the illuminated volume of the sample can be kept…

Let $B=(B_t)_{t\in {\mathbb{R}}}$ be a two-sided standard Brownian motion. An unbiased shift of $B$ is a random time $T$, which is a measurable function of $B$, such that $(B_{T+t}-B_T)_{t\in {\mathbb{R}}}$ is a Brownian motion independent…

We consider the ABC model on a ring in a strongly asymmetric regime. The main result asserts that the particles almost always form three pure domains (one of each species) and that this segregated shape evolves, in a proper time scale, as a…

In this article we prove a representation formula for non-negative generalized harmonic functions with respect to a subordinate Brownian motion in a general open set $D\subset \mathbb{R}^d$. We also study oscillation properties of quotients…

We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…

We study the problem of estimating a compact set $S\subset \mathbb{R}^d$ from a trajectory of a reflected Brownian motion in $S$ with reflections on the boundary of $S$. We establish consistency and rates of convergence for various…

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…

Brownian motion in the plane in the presence of a "trap" at which motion is stopped is studied. If the trap $T$ is a connected compact set, it is shown that the probability for planar Brownian motion to hit this set before a given time $t$…

This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…

We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…

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…

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…

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…