相关论文: Synchronous couplings of reflected Brownian motion…

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 study the asymptotic behavior of the Bergman orthogonal polynomials $(p_n)_{n=0}^{\infty}$ for a class of bounded simply connected domains $D$. The class is defined by the requirement that conformal maps $\varphi$ of $D$ onto the unit…

Bifurcation loci in the moduli space of degree $d$ rational maps are shaped by the hypersurfaces defined by the existence of a cycle of period $n$ and multiplier 0 or $e^{i\theta}$. Using potential-theoretic arguments, we establish two…

Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain $D$ with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with…

Consider p independent Brownian motions in R^d, each running up to its first exit time from an open domain B, and their intersection local time l as a measure on B. We give a sharp criterion for the finiteness of exponential moments,…

We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of…

In this paper, we consider pursuit-evasion and probabilistic consequences of some geometric notions for bounded and suitably regular domains in Euclidean space that are CAT(kappa) for some kappa > 0. These geometric notions are useful for…

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…

We prove that a sequence of semi-discrete approximations converges to a multiplicative functional for reflected Brownian motion, which intuitively represents the Lyapunov exponent for the corresponding stochastic flow. The method of proof…

We make two observations on the motion of coupled particles in a periodic potential. Coupled pendula, or the space-discretized sine-Gordon equation is an example of this problem. Linearized spectrum of the synchronous motion turns out to…

In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…

This work deals with the Landau equation in a bounded domain with the Maxwell reflection condition on the boundary for any (possibly smoothly position dependent) accommodation coefficient and for the full range of interaction potentials,…

We generalize the concept of convective (or velocity-dependent) Lyapunov exponent $\Lambda(v)$ to an entire spectrum $\Lambda(v,n)$. Our results are supported by the consistency between the outcome of the chronotopic approach [{\it S. Lepri…

We study a $d$-dimensional branching Brownian motion inside subdiffusively expanding balls, where the boundary of the ball is deactivating in the sense that once a particle hits the moving boundary, it is instantly deactivated but is…

A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…