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Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid random attractor
2011/9/6
Abstract: In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in ...
Survival of near-critical branching Brownian motion
ival near-critical branching Brownian motion
2010/11/29
Consider a system of particles performing branching Brownian motion with negative
drift μ = √2 − " and killed upon hitting zero. Initially there is one particle at x > 0.
Kesten [12] showed th...
Positive recurrence of reflecting Brownian motion in three dimensions
Reflecting Brownian motion transience Skorohod problem
2010/12/14
Consider a semimartingale reflecting Brownian motion (SRBM)Z whose state space is the d-dimensional nonnegative orthant. The data for such a process are a drift vector , a nonsingular d×d covariance ...