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It has been shown that certain types of random walks in random potentials and Brownian motion in Poissonian potentials undergo a phase transition from sub-ballistic to ballistic
In the paper [STW], it was shown that “a Brownian motion reflected on an independent time-reversed Brownian motion is again a Brownian motion” combining the fact that the
We show that the sizes of the (rescaled) components converge to the excursion lengths of an inhomogeneous Brownian motion, which extends results of Aldous [1] for the critical
Key words: Interacting Brownian motions, Brownian intersection local times, large deviations, occupation measure, Gross-Pitaevskii formula.. AMS 2000 Subject Classification:
Keywords: Brownian motion, random time change, exit boundary, local time, additive func- tional, stochastic differential equation, Khas’minskii’s lemma, spectrally negative
Abstract The limit process of aggregational models—(i) sum of random coefficient AR(1) processes with independent Brownian motion (BM) inputs and (ii) sum of AR(1) processes with
Keywords: Total variation distance; Non-central limit theorem; Fractional Brownian motion; Hermite power variation; Multiple stochastic integrals; Hermite random
Key words: Brownian motion, exit time, Feynman-Kac transform, Lipschitz domain, Dirichlet Laplacian, ground state, boundary Harnack principle, Green function estimates, semilinear
