In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):104...In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):1045-1049]and Monrad and Rootzén[Probab.Theory Related Fields,1995,101(2):173-192].展开更多
The colored noise disrupts the detailed balance,enabling directed transport in ratchet systems without additional driving forces.Despite a well-established understanding of the conditions for Brownian motors,quantific...The colored noise disrupts the detailed balance,enabling directed transport in ratchet systems without additional driving forces.Despite a well-established understanding of the conditions for Brownian motors,quantification of the driving effect of colored noise and its connection to deviations from equilibrium remains unexplored.In this study,we examined the directed motion of an overdamped Brownian motor within an asymmetric traveling potential subjected to Ornstein–Uhlenbeck colored noise.We propose a scheme to quantify the driving effect of colored noise by defining an effective force based on the stopping velocity of the traveling potential where directed transport halts.Our results revealed a nonmonotonic dependence of the effective force on the noise correlation time and a monotonic dependence on the noise strength,corresponding to double and single current reversals,respectively.The nonmonotonicity of the current is attributed to the interplay between the fluctuating characteristics and the driving effects of colored noise.展开更多
Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractiona...Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractional Brownian motion,meanwhile extended the It formula for It Skorohod integral with respect to Brownian motion.Taylor's formula is applied to prove our conclusion in this article.展开更多
Let X (t)(t∈R^N) be a d-dimensional fractional Brownian motion. A contiunous function f:R^N→R^d is called a polar function of X(t)(t∈R^N) if P{ t∈R^N\{0},X(t)=t(t)}=0. In this paper, the characteristies of the cla...Let X (t)(t∈R^N) be a d-dimensional fractional Brownian motion. A contiunous function f:R^N→R^d is called a polar function of X(t)(t∈R^N) if P{ t∈R^N\{0},X(t)=t(t)}=0. In this paper, the characteristies of the class of polar functions are studied. Our theorem 1 improves the previous results of Graversen and Legall. Theorem2 solves a problem of Legall (1987) on Brownian motion.展开更多
In this study, considering the temporarily unbiased force and different forms of oscillating forces, we investigate the current and efficiency of Brownian particles in an entropic tube structure and present the numeri...In this study, considering the temporarily unbiased force and different forms of oscillating forces, we investigate the current and efficiency of Brownian particles in an entropic tube structure and present the numerically obtained results. We show that different force forms give rise to different current and efficiency profiles in different optimized parameter intervals. We find that an unbiased oscillating force and an unbiased temporal force lead to the current and efficiency, which are dependent on these parameters. We also observe that the current and efficiency caused by temporal and different oscillating forces have maximum and minimum values in different parameter intervals. We conclude that the current or efficiency can be controlled dynamically by adjusting the parameters of entropic barriers and applied force.展开更多
We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obta...We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obtained and a kind of law of iterated logarithm is proved. Then A Lower bound of the spreading speed of its corresponding super-Brownian motion is obtained.展开更多
Let {S t H, t ≥ 0） be a linear combination of a Brownian motion and an independent sub-fractional Brownian motion with Hurst index 0 〈 H 〈 1. Its main properties are studied. They suggest that SH lies between the ...Let {S t H, t ≥ 0） be a linear combination of a Brownian motion and an independent sub-fractional Brownian motion with Hurst index 0 〈 H 〈 1. Its main properties are studied. They suggest that SH lies between the sub-fractional Brownian motion and the mixed fractional Brownian motion. We also determine the values of H for which SH is not a semi-martingale.展开更多
基金Supported by NSFC(Nos.11661025,12161024)Natural Science Foundation of Guangxi(Nos.2020GXNSFAA159118,2021GXNSFAA196045)+2 种基金Guangxi Science and Technology Project(No.Guike AD20297006)Training Program for 1000 Young and Middle-aged Cadre Teachers in Universities of GuangxiNational College Student's Innovation and Entrepreneurship Training Program(No.202110595049)。
文摘In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):1045-1049]and Monrad and Rootzén[Probab.Theory Related Fields,1995,101(2):173-192].
基金supported by the National Natural Science Foundation of China(Grant Nos.12075199 and 12247172)the Natural Science Foundation of Fujian Province,China(Grant No.2021J01006)the Natural Science Foundation of Jiangxi Province,China(Grant No.20212BAB201024)。
文摘The colored noise disrupts the detailed balance,enabling directed transport in ratchet systems without additional driving forces.Despite a well-established understanding of the conditions for Brownian motors,quantification of the driving effect of colored noise and its connection to deviations from equilibrium remains unexplored.In this study,we examined the directed motion of an overdamped Brownian motor within an asymmetric traveling potential subjected to Ornstein–Uhlenbeck colored noise.We propose a scheme to quantify the driving effect of colored noise by defining an effective force based on the stopping velocity of the traveling potential where directed transport halts.Our results revealed a nonmonotonic dependence of the effective force on the noise correlation time and a monotonic dependence on the noise strength,corresponding to double and single current reversals,respectively.The nonmonotonicity of the current is attributed to the interplay between the fluctuating characteristics and the driving effects of colored noise.
基金Natural Science Foundation of Shanghai,China(No.07ZR14002)National Natural Science Foundation of China(No.60974030)
文摘Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractional Brownian motion,meanwhile extended the It formula for It Skorohod integral with respect to Brownian motion.Taylor's formula is applied to prove our conclusion in this article.
文摘Let X (t)(t∈R^N) be a d-dimensional fractional Brownian motion. A contiunous function f:R^N→R^d is called a polar function of X(t)(t∈R^N) if P{ t∈R^N\{0},X(t)=t(t)}=0. In this paper, the characteristies of the class of polar functions are studied. Our theorem 1 improves the previous results of Graversen and Legall. Theorem2 solves a problem of Legall (1987) on Brownian motion.
基金Project supported by the Funds from Istanbul University(Grant No.45662)
文摘In this study, considering the temporarily unbiased force and different forms of oscillating forces, we investigate the current and efficiency of Brownian particles in an entropic tube structure and present the numerically obtained results. We show that different force forms give rise to different current and efficiency profiles in different optimized parameter intervals. We find that an unbiased oscillating force and an unbiased temporal force lead to the current and efficiency, which are dependent on these parameters. We also observe that the current and efficiency caused by temporal and different oscillating forces have maximum and minimum values in different parameter intervals. We conclude that the current or efficiency can be controlled dynamically by adjusting the parameters of entropic barriers and applied force.
文摘We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obtained and a kind of law of iterated logarithm is proved. Then A Lower bound of the spreading speed of its corresponding super-Brownian motion is obtained.
文摘Let {S t H, t ≥ 0） be a linear combination of a Brownian motion and an independent sub-fractional Brownian motion with Hurst index 0 〈 H 〈 1. Its main properties are studied. They suggest that SH lies between the sub-fractional Brownian motion and the mixed fractional Brownian motion. We also determine the values of H for which SH is not a semi-martingale.
