Sets Avoided by Brownian Motion
نویسندگان
چکیده
A fixed 2-dimensional projection of a 3-dimensional Brownian motion is almost surely neighborhood recurrent; is this simultaneously true of all the 2-dimensional projections with probability one? Equivalently: 3-dimensional Brownian motion hits any infinite cylinder with probability one; does it hit all cylinders? This papers shows that the answer is no. Brownian motion in three dimensions avoids random cylinders and in fact avoids bodies of revolution that grow almost as fast as cones.
منابع مشابه
Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
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تاریخ انتشار 1997