On Brownian motion on the plane with membranes on rays with a common endpoint
Probability
2009-09-18 v1
Abstract
We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reach the origin and we show that the probability of hitting the origin is equal to zero or one.
Cite
@article{arxiv.0902.0067,
title = {On Brownian motion on the plane with membranes on rays with a common endpoint},
author = {Olga V. Aryasova and Andrey Yu. Pilipenko},
journal= {arXiv preprint arXiv:0902.0067},
year = {2009}
}
Comments
21 pages, 4 figures