Displaying similar documents to “Brownian motion and parabolic Anderson model in a renormalized Poisson potential”

On the analogy between self-gravitating Brownian particles and bacterial populations

Pierre-Henri Chavanis, Magali Ribot, Carole Rosier, Clément Sire (2004)

Banach Center Publications

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We develop the analogy between self-gravitating Brownian particles and bacterial populations. In the high friction limit, the self-gravitating Brownian gas is described by the Smoluchowski-Poisson system. These equations can develop a self-similar collapse leading to a finite time singularity. Coincidentally, the Smoluchowski-Poisson system corresponds to a simplified version of the Keller-Segel model of bacterial populations. In this biological context, it describes the chemotactic...

Convergence to the brownian Web for a generalization of the drainage network model

Cristian Coletti, Glauco Valle (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing paths that can cross each other and are dependent even before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.

Hitting distributions of geometric Brownian motion

T. Byczkowski, M. Ryznar (2006)

Studia Mathematica

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Let τ be the first hitting time of the point 1 by the geometric Brownian motion X(t) = x exp(B(t) - 2μt) with drift μ ≥ 0 starting from x > 1. Here B(t) is the Brownian motion starting from 0 with EB²(t) = 2t. We provide an integral formula for the density function of the stopped exponential functional A ( τ ) = ∫ 0 τ X ² ( t ) d t and determine its asymptotic behaviour at infinity. Although we basically rely on methods developed in [BGS], the present paper covers the case of arbitrary drifts μ ≥ 0 and provides...