Brownian motion on the circle and applications

MaRDI QIDQ2866254zbMATH OpenFDO

Authors Mihai N. Pascu, Nicolae R. Pascu

Publication date 13 December 2013

Published in Bulletin of the Transilvania University of Brașov. Series III. Mathematics, Informatics, Physics (Search for Journal in Brave)

zbMATH Keywords

reflecting Brownian motionTanaka formulaLaugesen-Morpurgo conjecture

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05) Transition functions, generators and resolvents (60J35)

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Cited in

(8)

• On a discrete version of the Laugesen-Morpurgo conjecture
• An asymptotic formula for the semimartingale local time of reflecting Brownian motion on an interval
• Canonical Brownian motion on the diffeomorphism group of the circle
• On the time for Brownian motion to visit every point on a circle
• Monotonicity of the reflected Bessel transition density on the diagonal
• Monotonicity properties of the Neumann heat kernel in the ball
• Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
• scientific article; zbMATH DE number 6989211 (Why is no real title available?)

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