3 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
Reflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
Jules Flin, Sandro Franceschi
We study a Brownian motion with drift in a wedge of angle which is obliquely reflected on each edge along angles and . We assume that the classical parameter…
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…