Brownian motion with polar drift
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- by R. J. Williams PDF
- Trans. Amer. Math. Soc. 292 (1985), 225-246 Request permission
Abstract:
Consider a strong Markov process ${X^0}$ that has continuous sample paths in ${R^d}(d \geqslant 2)$ and the following two properties. (1) Away from the origin ${X^0}$ behaves like Brownian motion with a polar drift given in spherical polar coordinates by $\mu (\theta )/2r$. Here $\mu$ is a bounded Borel measurable function on the unit sphere in ${R^d}$, with average value $\overline \mu$. (2) ${X^0}$ is absorbed at the origin. It is shown that ${X^0}$ reaches the origin with probability zero or one as $\overline \mu \geqslant 2 - d$ or $< 2 - d$. Indeed, ${X^0}$ is transient to $+ \infty$ if $\overline \mu > 2 - d$ and null recurrent if $\bar \mu = 2 - d$. Furthermore, if $\bar \mu < 2 - d$ (i.e., ${X^0}$ reaches the origin), then ${X^0}$ does not approach the origin in any particular direction. Indeed, there is a single Martin boundary point for ${X^0}$ at the origin. The question of the existence and uniqueness of a strong Markov process with continuous sample paths in ${R^d}$ that behaves like ${X^0}$ away from the origin, but spends zero time there (in the sense of Lebesgue measure), is also resolved here.References
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Additional Information
- © Copyright 1985 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 292 (1985), 225-246
- MSC: Primary 60J60; Secondary 60J65
- DOI: https://doi.org/10.1090/S0002-9947-1985-0805961-0
- MathSciNet review: 805961