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- Ilie Grigorescu, Min Kang
- 2001

In an interval containing the origin we study a Brownian motion which returns to zero as soon as it reaches the boundary. We determine explicitly its transition probability, prove it is ergodic andâ€¦ (More)

- Ilie Grigorescu, Min Kang
- 2003

We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly andâ€¦ (More)

- Ilie Grigorescu, Min Kang
- 2001

In a bounded open region of the d dimensional space we consider a Brownian motion which is reborn at a fixed interior point as soon as it reaches the boundary. The evolution is invariant with respectâ€¦ (More)

- Ilie Grigorescu, Min Kang
- 2009

We study the existence and some asymptotic properties of a conservative branching particle system for which birth and death are triggered by contact with a set. Sufficient conditions for the processâ€¦ (More)

- Ilie Grigorescu, Min Kang
- 2003

On an open interval we follow the paths of a Brownian motion which returns to a fixed point as soon as it reaches the boundary and restarts afresh indefinitely. We determine that two paths startingâ€¦ (More)

- Ilie Grigorescu, Min Kang
- 2005

We consider a branching system of N Brownian particles evolving independently in a domain D during any time interval between boundary hits. As soon as one particle reaches the boundary it is killedâ€¦ (More)

- Ilie Grigorescu, Min Kang
- 2003

In a bounded open region of the d dimensional Euclidean space we consider a Brownian motion which is reborn at a fixed interior point as soon as it reaches the boundary. It was shown that inâ€¦ (More)

- Ilie Grigorescu, Min Kang
- 2006

In a general model (AIMD) of transmission control protocol (TCP) used in internet traffic congestion management, the time dependent data flow vector x(t) > 0 undergoes a biased random walk on twoâ€¦ (More)

- Ilie Grigorescu
- 2002

We derive explicitly the asymptotic law of the tagged particle process in a system of interacting Brownian motions in the presence of a diffusive scaling in non-equilibrium. The interaction is localâ€¦ (More)

A gambler starts with a fortune f < 1 and plays in a Vardi casino with infinitely many tables indexed by their odds r â‰¥ 0. In addition, all tables return the same expected winnings c < 0 per dollarâ€¦ (More)