相关论文: Brownian motion on a smash line

We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…

This note extends the results in [8] to construct the rough super-Brownian motion on finite volume with Dirichlet boundary conditions. The backbone of this study is the convergence of discrete approximations of the parabolic Anderson model…

Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…

Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph,…

We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, modeling different types of random perturbations. The linear…

In this article we obtain a skew-product decomposition of a Brownian motion on an ellipsoid of dimension $n$ in a Euclidean space of dimension $n+1$. We only consider such ellipsoid whose restriction to first $n$ dimensions is a sphere and…

We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the…

Cracks in beams and shallow arches are modeled by massless rotational springs. First, we introduce a specially designed linear operator that "absorbs" the boundary conditions at the cracks. Then the equations of motion are derived from the…

Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…

The equations of motion for the position and gauge invariant crystal momentum are considered for multiband wave packets of Bloch electrons. For a localized packet in a subset of bands well-separated from the rest of the band structure of…

We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…

Fractional Brownian motion is a non-Markovian Gaussian process $X_t$, indexed by the Hurst exponent $H$. It generalises standard Brownian motion (corresponding to $H=1/2$). We study the probability distribution of the maximum $m$ of the…

We use deformation sequences of (Hopf) algebras, extending the results of Negron and Pevtsova, to show that bosonizations of some suitable braided Hopf algebras by some suitable finite-dimensional Hopf algebras have finitely generated…

Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of single vertex graphs are given.

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…

We construct a braided structure on the algebra of K\"ahler differential forms of a commutative algebra twisted by an endomorphism. This generalises the construction done in M. Karoubi, Quantum Methods in Algebraic Topology, see…

We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…

This paper gives an accessible (but still technical) self-contained proof to the fact that the intersection probabilities for planar Brownian motion are given in terms of the intersection exponents, up to a bounded multiplicative error, and…

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…