کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156676 | 958855 | 2014 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Harmonic functions on Walsh’s Brownian motion
ترجمه فارسی عنوان
توابع هارمونیک حرکت برلوس والششی
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
چکیده انگلیسی
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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 6, June 2014, Pages 2228–2248
Journal: Stochastic Processes and their Applications - Volume 124, Issue 6, June 2014, Pages 2228–2248
نویسندگان
Patrick J. Fitzsimmons, Kristin E. Kuter,