Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156676 | Stochastic Processes and their Applications | 2014 | 21 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Patrick J. Fitzsimmons, Kristin E. Kuter,