Fluctuations of Brownian motion with drift
Conlon, Joseph G. (University of Michigan. Department of Mathematics)
Olsen, Peder (University of Michigan. Department of Mathematics)

Data:	1999
Resum:	Consider 3 dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t > 0. Then the linear operators Tt defined by Tt ρ = ρt form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift b, where b is small in a suitable scale invariant norm.
Drets:	Tots els drets reservats.
Llengua:	Anglès
Document:	Article ; recerca ; Versió publicada
Publicat a:	Publicacions matemàtiques, V. 43 N. 1 (1999) , p. 85-125, ISSN 2014-4350

Adreça alternativa: https://raco.cat/index.php/PublicacionsMatematiques/article/view/37955
DOI: 10.5565/PUBLMAT_43199_04

41 p, 279.2 KB

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