Summary
Let (X t) t≧0 denote the 2-dimensional Brownian motion. It is well-known that iff∶R + →R 2 is a constant function, then
The aim of this paper is to determine the set of functionsf which shares this “polar” property.
The main results are contained in Theorems 1 and 3 (see below).
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Graversen, S.E. “Polar”-functions for Brownian motion. Z. Wahrscheinlichkeitstheorie verw Gebiete 61, 261–270 (1982). https://doi.org/10.1007/BF01844636
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DOI: https://doi.org/10.1007/BF01844636