Image de couverture de livre

Martin boundary of a space-time Brownian motion with drift killed at the boundary of a moving cone

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Franceschi, Sandro
Format:	Preprint
Publié:	2024
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Asymptotic behaviors of subcritical branching killed Brownian motion with drift
par: Hou, Haojie, et autres
Publié: (2024)

On the Green's functions and Martin boundary structure of a planar diffusion in a discontinuous layered medium
par: Franceschi, Sandro, et autres
Publié: (2025)

Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
par: Franceschi, Sandro, et autres
Publié: (2023)

Martin boundary of a degenerate Reflected Brownian Motion in a wedge
par: Petit, Maxence
Publié: (2024)

Reflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
par: Flin, Jules, et autres
Publié: (2024)

Degenerate systems of three Brownian particles with asymmetric collisions: invariant measure of gaps
par: Dreyfus, Thomas, et autres
Publié: (2025)

Large deviations for sticky-reflecting Brownian motion with boundary diffusion
par: Casteras, Jean-Baptiste, et autres
Publié: (2025)

The Hausdorff measure of the boundary of the Brownian disk
par: Metz--Donnadieu, Alexis
Publié: (2024)

On the stationary distribution of reflected Brownian motion in a wedge: differential properties
par: Bousquet-Mélou, M., et autres
Publié: (2021)

Liouville Brownian motion and quantum cones in dimension $d > 2$
par: Bertacco, Federico, et autres
Publié: (2025)

Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
par: Gu, Jiazhen, et autres
Publié: (2026)

Green's Functions with Oblique Neumann Boundary Conditions in the Quadrant
par: Franceschi, Sandro
Publié: (2019)

From boundary random walks to Feller's Brownian Motions
par: Li, Liping, et autres
Publié: (2025)

Fine properties of fractional Brownian motions on Wiener space
par: Li, Jiawei, et autres
Publié: (2018)

On the distribution of the time-integral of the geometric Brownian motion
par: Nandori, Peter, et autres
Publié: (2022)

Uniform in time modulus of continuity of Brownian motion
par: Chevallier, Julien
Publié: (2023)

How smooth is the drift of the mixed fractional Brownian motion?
par: Chigansky, Pavel, et autres
Publié: (2025)

Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics
par: Debicki, Krzysztof, et autres
Publié: (2024)

Elastic Brownian motion with random jumps from the boundary
par: Colantoni, Fausto, et autres
Publié: (2025)

A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber
par: Defosseux, Manon, et autres
Publié: (2022)

Multiple points on the boundaries of Brownian loop-soup clusters
par: Gao, Yifan, et autres
Publié: (2022)

Fractional Boundary Value Problems and elastic sticky Brownian motions, II: Non-local dynamic boundary conditions on smooth domains
par: D'Ovidio, Mirko
Publié: (2022)

Birth-death processes are time-changed Feller's Brownian motions
par: Li, Liping
Publié: (2024)

Small deviation for the mutual intersection local time of Brownian motions
par: Chen, Xia, et autres
Publié: (2024)

Large time behaviour for the semigroup of the kinetic Brownian motion in the plane
par: Bénéfice, Magalie, et autres
Publié: (2026)

Formalization of Brownian motion in Lean
par: Degenne, Rémy, et autres
Publié: (2025)

Geometric functionals of Brownian motion on Hermitian symmetric spaces of non-compact type
par: Baudoin, Fabrice, et autres
Publié: (2026)

Non-local heat equations with moving boundary
par: Ascione, Giacomo, et autres
Publié: (2022)

On the Martin boundary for discrete TASEP
par: Gorin, Vadim, et autres
Publié: (2025)

First-passage time of a Brownian motion: two unexpected journeys
par: Mazzolo, Alain
Publié: (2023)

Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
par: Amorino, Chiara, et autres
Publié: (2024)

Additive martingales of the branching Brownian motion
par: Chataignier, Louis
Publié: (2024)

On the slow points of fractional Brownian motion
par: Khoshnevisan, Davar, et autres
Publié: (2026)

Stochastic equations with singular drift driven by fractional Brownian motion
par: Butkovsky, Oleg, et autres
Publié: (2023)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
par: Tan, Li, et autres
Publié: (2025)

Time changed spherical Brownian motions with longitudinal drifts
par: Ascione, Giacomo, et autres
Publié: (2024)

Extension of a theorem of Wschebor to free and matrix Brownian motions
par: Donati-Martin, Catherine, et autres
Publié: (2025)

Dyson Brownian motion on a Jordan curve
par: Guskov, Vladislav, et autres
Publié: (2026)

Martin boundaries of diffusions and random walks on hyperbolic spaces
par: Ballmann, Werner, et autres
Publié: (2024)

Quasi-stationarity of the Dyson Brownian motion with collisions
par: Guillin, Arnaud, et autres
Publié: (2025)