相关论文: One Brownian Stochastic Flow

We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…

In this paper we establish limit theorems for power variations of stochastic processes controlled by fractional Brownian motions with Hurst parameter $H\leq 1/2$. We show that the power variations of such processes can be decomposed into…

We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…

We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an…

We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…

We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass [arXiv:1408.0628]. The system is a natural generalization of the coalescing Brownian motions. The main difference is that…

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

We investigate the evolution of barycenters of masses transported by stochastic flows. The state spaces under consideration are smooth affine manifolds with certain convexity structure. Under suitable conditions on the flow and on the…

The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional Brownian motion with drift. As a result, a small time…

We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

In the paper we consider the point measure that corresponds to Arratia flow. The central limit theorem of the multiple integrals with respect to this measure was obtained.

The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk…

We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient…

We derive representations for finite-dimensional densities of the point processed associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem…

Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…

We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…