Zobrazeno 1 - 10
of 4 606
pro vyhledávání: '"Reflected Brownian motion"'
Autor:
Mercer, Jacob
$N$-Brownian bees is a branching-selection particle system in $\mathbb{R}^d$ in which $N$ particles behave as independent binary branching Brownian motions, and where at each branching event, we remove the particle furthest from the origin. We study
Externí odkaz:
http://arxiv.org/abs/2412.04527
Autor:
Petit, Maxence
We consider an outward degenerate drifted Brownian motion in the quarter plane with oblique reflections on the boundaries. In this article, we explicitly compute the Laplace transforms of the Green's functions associated with the process. These Lapla
Externí odkaz:
http://arxiv.org/abs/2411.02156
Autor:
Atar, Rami, Budhiraja, Amarjit
We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show that when res
Externí odkaz:
http://arxiv.org/abs/2403.00320
Patients with type 2 diabetes need to closely monitor blood sugar levels as their routine diabetes self-management. Although many treatment agents aim to tightly control blood sugar, hypoglycemia often stands as an adverse event. In practice, patient
Externí odkaz:
http://arxiv.org/abs/2403.09042
Autor:
Fan, Yuchen
We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part, absorbing pa
Externí odkaz:
http://arxiv.org/abs/2402.00997
Autor:
Flin, Jules, Franceschi, Sandro
Publikováno v:
ALEA (2024)
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is greater tha
Externí odkaz:
http://arxiv.org/abs/2403.12661
Motivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant. The original problem is approximated by a drift control problem, to which we apply a re
Externí odkaz:
http://arxiv.org/abs/2312.11823
Publikováno v:
Queueing Systems (2024)
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting the Laplac
Externí odkaz:
http://arxiv.org/abs/2310.02673
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