4-dimensional Brownian motion is recurrent with positive capacity (Q2266296): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Basic properties of Brownian motion and a capacity on the Wiener space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Potential theory on Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample functions of the \(N\)-parameter Wiener process / rank
 
Normal rank

Latest revision as of 17:09, 14 June 2024

scientific article
Language Label Description Also known as
English
4-dimensional Brownian motion is recurrent with positive capacity
scientific article

    Statements

    4-dimensional Brownian motion is recurrent with positive capacity (English)
    0 references
    0 references
    1984
    0 references
    \textit{M. Fukushima} [J. Math. Soc. Japan 36, 161-176 (1984; Zbl 0535.60068)] proved that for d-dimensional Brownian motion if \(d\geq 5\), then the sample paths are transient quasi everywhere, that is, except on a set of capacity zero. The author has proved as a special case that if \(d\leq 3\), the sample paths are recurrent with positive capacity or equivalently the Ornstein-Uhlenbeck process on the Wiener space hits the set of recurrent Brownian paths with positive probability, actually probability 1 [Propriétés quasi-partout de fonctions aléatoires gaussiennes. Lect. Notes Univ. Strasbourg (1983)]. In this paper the author proves that 4-dimensional Brownian paths are also recurrent with positive capacity.
    0 references
    0 references
    recurrent
    0 references
    positive capacity
    0 references
    Ornstein-Uhlenbeck process
    0 references
    recurrent Brownian paths
    0 references
    0 references
    0 references