On planar Brownian motion singularly tilted through a point potential
Probability
2023-07-04 v2 Mathematical Physics
math.MP
Abstract
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval , having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the two-dimensional Schr\"odinger operator with a point potential at the origin. These diffusions have a singular drift pointing in the direction of the origin that is strong enough to enable the possibly of visiting there, in contrast to a two-dimensional Brownian motion. Our main focus is on characterizing a local time process at the origin analogous to that for a one-dimensional Brownian motion and on studying the law of its process inverse.
Cite
@article{arxiv.2306.14849,
title = {On planar Brownian motion singularly tilted through a point potential},
author = {Jeremy Clark and Barkat Mian},
journal= {arXiv preprint arXiv:2306.14849},
year = {2023}
}
Comments
75 pages. This version includes a few small changes in the introduction