Results 1 to 10 of about 1,580,924 (326)
Brownian motion reflected on Brownian motion [PDF]
Probability Theory and Related Fields, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Burdzy, Krzysztof, Nualart, David
openaire +4 more sources
Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics, 2006 This paper seeks to study standard Brownian motion and some of its properties. We construct this stochastic process and demonstrate a few properties including continuity and non-differentiability.
Christopher Bergevin +1 more
openaire +2 more sources
Probability Theory and Related Fields, 2013 We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at $-\infty$. We show that these processes do not have to have the distribution of standard Brownian motion in the backward direction of time, no matter which random time we take
Burdzy, Krzysztof, Scheutzow, Michael
openaire +2 more sources
Physical Review Letters, 2010 We derive the generalized Markovian description for the non-equilibrium Brownian motion of a heated particle in a simple solvent with a temperature-dependent viscosity. Our analytical results for the generalized fluctuation-dissipation and Stokes-Einstein relations compare favorably with measurements of laser-heated gold nano-particles and provide a ...
Rings, Daniel +4 more
openaire +3 more sources
Deterministic Brownian motion [PDF]
Physical Review A, 1992 The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscpoic derivation of the Fokker-Planck equation.
, Trefán, , Grigolini, , West
openaire +2 more sources
Averaging dynamics driven by fractional Brownian motion [PDF]
Annals of Probability, 2019 We consider slow / fast systems where the slow system is driven by fractional Brownian motion with Hurst parameter $H>{1\over 2}$. We show that unlike in the case $H={1\over 2}$, convergence to the averaged solution takes place in probability and the ...
Martin Hairer, Xue-Mei Li
semanticscholar +1 more source
Relativistic Brownian motion [PDF]
Physics Reports, 2009 Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special relativity, we review, here, recent progress in the phenomenological description of relativistic diffusion processes ...
Dunkel, Jörn, Hänggi, Peter
openaire +3 more sources
Scaled Brownian motion with renewal resetting. [PDF]
Physical Review E, 2018 We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient D(t)∼t^{α-1} with α>0 (scaled Brownian motion) is stochastically reset to its initial position, and starts anew. In the present work
A. Bodrova, A. Chechkin, I. Sokolov
semanticscholar +1 more source
Properties of additive functionals of Brownian motion with resetting [PDF]
Journal of Physics A: Mathematical and Theoretical, 2018 We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position.
F. den Hollander +3 more
semanticscholar +1 more source