By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-
(Communicated by????) Abstract. Consider a family of probability measures, indexed by ∂D, on a bound...
AbstractXt is a Brownian sheet defined for t belonging to the positive orthant of RN, for which the ...
Abstract. In this article we study transition probabilities of a class of subor-dinate Brownian moti...
In this article, we study the hitting probability of a circumference CR for a correlated Brownian mo...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
Brosamler’s formula gives a probabilistic representation of the solution of the Neumann problem for ...
AbstractThis article presents a survey of the theory of the intersections of Brownian motion paths. ...
In this research we are looking at Kakutani’s classical result on the connec-tion between Brownian m...
International audienceWe calculate the probability density function of the local score position on c...
We construct a stochastic process, called the Liouville Brownian mo-tion which we conjecture to be t...
A simple extension is given of the well-known conformal invariance of harmonic measure in the plane....
We derive a semi-analytical formula for the transition probability of three-dimensional Brownian mot...
We study a system of N non-intersecting Brownian motions on a line seg-ment [0, L] with periodic, ab...
We show that the squared maximal height of the top path amongNnon-intersecting Brownian bridges star...
Consider N = n1 +n2 + · · ·+np non-intersecting Brownian motions on the real line, starting from th...
(Communicated by????) Abstract. Consider a family of probability measures, indexed by ∂D, on a bound...
AbstractXt is a Brownian sheet defined for t belonging to the positive orthant of RN, for which the ...
Abstract. In this article we study transition probabilities of a class of subor-dinate Brownian moti...
In this article, we study the hitting probability of a circumference CR for a correlated Brownian mo...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
Brosamler’s formula gives a probabilistic representation of the solution of the Neumann problem for ...
AbstractThis article presents a survey of the theory of the intersections of Brownian motion paths. ...
In this research we are looking at Kakutani’s classical result on the connec-tion between Brownian m...
International audienceWe calculate the probability density function of the local score position on c...
We construct a stochastic process, called the Liouville Brownian mo-tion which we conjecture to be t...
A simple extension is given of the well-known conformal invariance of harmonic measure in the plane....
We derive a semi-analytical formula for the transition probability of three-dimensional Brownian mot...
We study a system of N non-intersecting Brownian motions on a line seg-ment [0, L] with periodic, ab...
We show that the squared maximal height of the top path amongNnon-intersecting Brownian bridges star...
Consider N = n1 +n2 + · · ·+np non-intersecting Brownian motions on the real line, starting from th...
(Communicated by????) Abstract. Consider a family of probability measures, indexed by ∂D, on a bound...
AbstractXt is a Brownian sheet defined for t belonging to the positive orthant of RN, for which the ...
Abstract. In this article we study transition probabilities of a class of subor-dinate Brownian moti...