Brownian motion and random walk above quenched random wall

DOI10.1214/17-AIHP859zbMath1417.60072arXiv1507.08578OpenAlexW3099270777WikidataQ129003772 ScholiaQ129003772MaRDI QIDQ1633908

Bastien Mallein, Piotr Miłoś

Publication date: 21 December 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.08578

zbMATH Keywords

Brownian motionOrnstein-Uhlenbeck processfirst passage timepersistence exponentquenched environment

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Processes in random environments (60K37)

Related Items (3)

Quenched invariance principles for the maximal particle in branching random walk in random environment and the parabolic Anderson model ⋮ Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time ⋮ Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment

Cites Work

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• Maximal displacement of a branching random walk in time-inhomogeneous environment
• FKG inequality for Brownian motion and stochastic differential equations
• Enhanced interface repulsion from quenched hard-wall randomness
• On the repulsion of an interface above a correlated substrate
• Persistence Probabilities and Exponents
• Exponential trends of Ornstein–Uhlenbeck first-passage-time densities
• Foundations of Modern Probability
• The Brunn-Minkowski inequality

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