Article ID Journal Published Year Pages File Type
1156676 Stochastic Processes and their Applications 2014 21 Pages PDF
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)
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