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
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
Journal title :
Stochastic Processes and their Applications