A positive recurrent reflecting Brownian motion with divergent fluid path (Q549863)

Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with the \(d\)-dimensional nonnegative orthant as their state space, in the interior of which the processes evolve according to a Brownian motion, and that are reflected at the boundary in a specified manner. The paper investigates necessary and sufficient conditions for the positive recurrence of SRBMs. The answer is already known for \(d = 2\) and \(d=3\). For \(d = 3\), they were shown to be equivalent to the attraction to the origin of fluid paths associated with SRBMs. These fluid paths are solutions of deterministic equations corresponding to the random equations of the SRBMs. The paper provides a family of counterexamples which shows that this equivalence fails for \(d = 6\).