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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
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Active Brownian motion of strongly coupled charged grains driven by laser radiation in plasma
Scientific Reports, 2022 The systems of active Brownian grains can be considered as open systems, in which there is an exchange of energy and matter with the environment. The collective phenomena of active Brownian grains can demonstrate analogies with ordinary phase transitions.
Oleg F. Petrov +2 more
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Limiting Behaviors for Brownian Motion Reflected on Brownian Motion [PDF]
Methods and Applications of Analysis, 2002 The authors study a law of iterated logarithm associated to a Brownian motion reflected to another independent Brownian motion.
Chen, X., Li, Wenbo
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A modified Φ-Sobolev inequality for canonical Lévy processes and its applications
Modern Stochastics: Theory and Applications, 2023 A new modified Φ-Sobolev inequality for canonical ${L^{2}}$-Lévy processes, which are hybrid cases of the Brownian motion and pure jump-Lévy processes, is developed.
Noriyoshi Sakuma, Ryoichi Suzuki
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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
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Biosensors, 2022 Brownian motion, which is a natural phenomenon, has attracted numerous researchers and received extensive studies over the past decades. The effort contributes to the discovery of optical diffusometry, which is commonly used for micro/nano particle ...
Wei-Long Chen, Han-Sheng Chuang
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Probabilistic properties and applications of several variations of Brownian motion
Nantong Daxue xuebao. Ziran kexue ban, 2022 On the basis of standard Brownian motion, this paper discusses several kinds of variations related to standard Brownian motion in the form of probability distribution and joint distribution.
JIANG Peihua; ZHOU Qiaoyan; LAN Tianya; LIU Kexin
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Maximum of Dyson Brownian motion and non-colliding systems with a boundary [PDF]
, 2009 We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian ...
Warren, Jon +4 more
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Case Studies in Thermal Engineering, 2015 Nanofluids are a new generation of high-efficiency refrigerant with abnormal increased thermal conductivity and convective heat transfer properties.
Wenzheng Cui +3 more
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