Скачать или смотреть Explosion and superdiffusivity of reflected Brownian motion

In this video I describe what happens with an obliquely reflecting Brownian particle in a generalized parabolic domain.

This is a based on our recent paper by M. Menshikov, A. Mijatovic & A.R. Wade, "Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity", (2022), to appear in Ann. Inst. Henri Poincar\'e Probab. Stat.

arXiv link is here: https://arxiv.org/abs/2203.00966

For an intuitive description of the proofs in this paper see Part 2 of this video
   • Explosion and superdiffusivity of reflecte...  

The presentation used in this video is here:
https://sites.google.com/view/aleks-m...
(I'd like to thank Andrew for sharing his slides on this topic.)

More info on my webpage:https://sites.google.com/view/aleks-m...
Warwick webpage: https://warwick.ac.uk/fac/sci/statist...