Area distribution of an elastic Brownian motion

DOI10.1088/1751-8113/42/48/485205MaRDI QIDQ3654237zbMATH OpenOpenAlexFDO

Authors Mohammad Ali Rajabpour

Publication date 5 January 2010

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.3262

zbMATH Keywords

elastic Brownian motionmeander area distributions

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Brownian motion (60J65)

Abstract: We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will stress on the power of self adjoint extension to investigate different possible boundary conditions for the stochastic processes.

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Cited in

(4)

• Potential theory, path integrals and the Laplacian of the indicator
• The distribution of the area under a Bessel excursion and its moments
• Brownian Motion of an Ellipsoid
• Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records

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