Fluctuations of brownian motion with drift.

Conlon, Joseph G., and Olsen, Peder. "Fluctuations of brownian motion with drift.." Publicacions Matemàtiques 43.1 (1999): 85-125. <http://eudml.org/doc/41366>.

@article{Conlon1999,
abstract = {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 &gt; 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.},
author = {Conlon, Joseph G., Olsen, Peder},
journal = {Publicacions Matemàtiques},
keywords = {Proceso de difusión; Ecuaciones diferenciales estocásticas; Procesos estocásticos; Movimiento browniano; three-dimensional Brownian motion; infinitesimal generator; Brownian motion with a drift},
language = {eng},
number = {1},
pages = {85-125},
title = {Fluctuations of brownian motion with drift.},
url = {http://eudml.org/doc/41366},
volume = {43},
year = {1999},
}

TY - JOUR
AU - Conlon, Joseph G.
AU - Olsen, Peder
TI - Fluctuations of brownian motion with drift.
JO - Publicacions Matemàtiques
PY - 1999
VL - 43
IS - 1
SP - 85
EP - 125
AB - 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 &gt; 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.
LA - eng
KW - Proceso de difusión; Ecuaciones diferenciales estocásticas; Procesos estocásticos; Movimiento browniano; three-dimensional Brownian motion; infinitesimal generator; Brownian motion with a drift
UR - http://eudml.org/doc/41366
ER -