2 papers
math.PR2025
Degenerate systems of three Brownian particles with asymmetric collisions: invariant measure of gaps
Thomas Dreyfus, Jules Flin, Sandro Franceschi
We consider a degenerate system of three Brownian particles undergoing asymmetric collisions. We study the gap process of this system and focus on its invariant measure. The gap pr…
math.PR2024
Martin boundary of a space-time Brownian motion with drift killed at the boundary of a moving cone
Sandro Franceschi
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin bound…