• Title of article

    Harmonic functions on Walsh’s Brownian motion

  • Author/Authors

    Fitzsimmons، نويسنده , , Patrick J. and Kuter، نويسنده , , Kristin E.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    21
  • From page
    2228
  • To page
    2248
  • Abstract
    We examine a variation of two-dimensional Brownian motion introduced by Walsh that can be described as Brownian motion on the spokes of a (rimless) bicycle wheel. We construct the process by randomly assigning angles to excursions of reflecting Brownian motion. Hence, Walsh’s Brownian motion behaves like one-dimensional Brownian motion away from the origin, but differently at the origin as it is immediately sent off in random directions. Given the similarity, we characterize harmonic functions as linear functions on the rays satisfying a slope-averaging property. We also classify superharmonic functions as concave functions on the rays satisfying extra conditions.
  • Keywords
    Walsh’s Brownian motion , harmonic functions , Superharmonic functions , Excessive functions
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2014
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579331