Brownian Motion

Latest research

1. On One-Dimensional Cluster-cluster Model

   • Noam Berger
   • Eviatar B. Procaccia
   • Daniel Sharon

   in Journal of Statistical Physics

   Article 28 April 2026

   

2. Fractional calculus modifications to the kinetic equations of statistical mechanics

   • Richard L. Magin
   • Ervin K. Lenzi

   in Fractional Calculus and Applied Analysis

   Article Open access 28 April 2026

   

3. The chaos expansion of fractional Brownian motion and fractional white noise with distributed-order Hurst parameter

   • Dora Seleši
   • Stefan Tošić

   in Periodica Mathematica Hungarica

   Article 24 April 2026

   

4. Stochastic switching time constant and instability in nanomagnets

   • Shun Kanai
   • Keisuke Hayakawa
   • Shunsuke Fukami

   in Communications Materials

   Article Open access 21 April 2026

   

5. Hydrodynamic Limit and Large Deviations for Run-And-Tumble Particles with Mean-Field Switching Rates

   • Elena Pulvirenti
   • Frank Redig
   • Hidde van Wiechen

   in Journal of Statistical Physics

   Article Open access 18 April 2026

6. Evolution of a trait distributed over a large fragmented population: propagation of chaos meets adaptive dynamics

   • Amaury Lambert
   • Hélène Leman
   • Josué Tchouanti

   in Journal of Mathematical Biology

   Article Open access 17 April 2026

   

7. Boundary contacts for reflected random walks in the quarter plane

   • Viet Hung Hoang
   • Kilian Raschel

   in Queueing Systems

   Article 17 April 2026

   

8. Nonparametric estimation of hitting-time variance

   • Julian Kota Kikuchi
   • Chang Yuan Li
   • Yoann Potiron

   in Annals of the Institute of Statistical Mathematics

   Article 17 April 2026

   

9. Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac

   • Andriy Olenko
   • Nemini Samarakoon

   in Methodology and Computing in Applied Probability

   Article Open access 16 April 2026

   

10. A Gibbs–Feynman link: measures over histories and information geometry

    • Angelo Plastino

    in The European Physical Journal Plus

    Article 16 April 2026

11. Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise

    • Héctor Araya
    • Francisco Plaza-Vega
    • Eloy Alvarado

    in Statistical Papers

    Article 15 April 2026

    

12. Localized structures close to translational symmetry-breaking point: noise-induced transitions to run-and-tumble motion

    • Fernando R. Humire
    • Karin Alfaro-Bittner
    • René G. Rojas

    in Nonlinear Dynamics

    Article 15 April 2026

    

13. Stochastic Maximum Principle with Default

    • Nacira Agram
    • Khalida Bachir Cherif
    • Kristina Rognlien Dahl

    in Applied Mathematics & Optimization

    Article Open access 15 April 2026

    

14. Statistical symplectic dynamics and Dirac localization at the quantum–classical interface

    • Shuangshuang Chu
    • Yingnan Xu

    in The European Physical Journal Plus

    Article 14 April 2026

    

15. Stochastic Analysis of Taxis and Kinesis Properties of Colonial Protozoa

    • Yonatan L. Ashenafi
    • Peter R. Kramer

    in Bulletin of Mathematical Biology

    Article 13 April 2026

    

16. Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks

    • Stijn De Backer
    • Luis E. C. Rocha
    • Koen Schoors

    in The European Physical Journal B

    Article 13 April 2026

    

17. The Fluctuation Behaviour of the Stochastic Point Vortex Model with Common Noise

    • Yufei Shao
    • Xianliang Zhao

    in Potential Analysis

    Article 13 April 2026

18. Diffusion/heterogeneous reaction in porous media: Brownian random walk approach

    • Christian Moyne
    • Tien Dung Le
    • Olivier Millet

    in Acta Mechanica

    Article 10 April 2026

    

19. Regularity estimates for the non-cutoff soft potential Boltzmann equation with typical rough and slowly decaying data

    • Ling-Bing He
    • Jie Ji

    in Science China Mathematics

    Article 09 April 2026

20. Asymptotic stability for nonlinear discrete-time systems driven by fractional Brownian motion

    • Xiao-Li Zhang
    • Guojian Ren
    • Hu Wang

    in Nonlinear Dynamics

    Article 08 April 2026