Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
From MaRDI portal
Publication:6187901
DOI10.1214/22-aihp1309arXiv2203.00966OpenAlexW4388293385MaRDI QIDQ6187901
Aleksandar Mijatović, Andrew R. Wade, Mikhail V. Menshikov
Publication date: 16 January 2024
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/2203.00966
law of large numberstransienceanomalous diffusionoblique reflectionexplosionreflected diffusionhorn-shaped domainsemimartingale criteria
Strong limit theorems (60F15) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries
- Hybrid Atlas models
- Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains
- Transcience/recurrence for normally reflected Brownian motion in unbounded domains
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
- Singular stochastic differential equations.
- Heavy traffic limits for some queueing networks
- Stochastic billiards on general tables
- Reflecting random walks in curvilinear wedges
- Limits of multilevel TASEP and similar processes
- Integral expression for the stationary distribution of reflected Brownian motion in a wedge
- Pathwise differentiability of reflected diffusions in convex polyhedral domains
- One-dimensional Brownian particle systems with rank-dependent drifts
- The heavy traffic limit of an unbalanced generalized processor sharing model
- Rate of escape and central limit theorem for the supercritical Lamperti problem
- Non-homogeneous Random Walks
- Reflected Brownian Motions in the KPZ Universality Class
- A Strong Law of Large Numbers for Martingales
- Brownian motion in a wedge with oblique reflection
- Stochastic differential equations with reflecting boundary conditions
- Equilibria for diffusion models of pairs of communicating computers--Symmetric case
- The diffusion approximation for tandem queues in heavy traffic
- Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
- Passage-time moments for continuous non-negative stochastic processes and applications
- Optimal pricing barriers in a regulated market using reflected diffusion processes
- Foundations of Modern Probability
- Set Estimation from Reflected Brownian Motion
- Diffusion processes with boundary conditions
- Billiards in a general domain with random reflections
