7 papers
Trap behaviors for Brownian motions
Raffaela Capitanelli, Mirko D'Ovidio
This paper investigates the relationship between the geometric properties of a domain and the diffusion dynamics of Brownian motion, with a specific focus on the phenomenon of "tra…
Elastic Brownian motion with random jumps from the boundary
Fausto Colantoni, Mirko D'Ovidio
In this paper, we study elastic Brownian motion on a \(C^2\) domain. Instead of being killed at the boundary, the process restarts from a random position inside the domain. We char…
Earthquake modelling via Brownian motions on networks
Fausto Colantoni, Mirko D'Ovidio, Flavia Tavani
We provide a general model for Brownian motions on metric graphs with interactions. In a general setting, for (sticky) Brownian propagations on edges, our model provides a characte…
Time reversal of reflected Brownian motion with Poissonian resetting
Fausto Colantoni, Mirko D'Ovidio, Gianni Pagnini
In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we…
Limit Theorems for the Dynamical Foundation of the Fractional Brownian Motion and Related Models of Anomalous Diffusion with Random Diffusion Coefficient and Time-Dependent Random Hurst parameter
Christian Bender, Yana A. Butko, Mirko D'Ovidio +1
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most r…
Fractional Boundary Value Problems and Elastic Sticky Brownian Motions, I: The half line
Mirko D'Ovidio
We extend the results obtained in \cite{Dov22} by introducing a new class of boundary value problems involving non-local dynamic boundary conditions. We focus on the problem to fin…
Sticky Brownian motions on star graphs
Stefano Bonaccorsi, Mirko D'Ovidio
This paper is concerned with the construction of several stochastic processes in a star graph, that is a non-euclidean structure where some features of the classical modelling fail…