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Pàgina inicial > Articles > Articles publicats > Fluctuations of Brownian motion with drift |
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 |
41 p, 279.2 KB |