4-dimensional Brownian motion is recurrent with positive capacity

DOI10.3792/PJAA.60.57MaRDI QIDQ2266296zbMATH OpenOpenAlexFDO

Authors Norio Kôno

Publication date 1984

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pjaa.60.57

zbMATH Keywords

Ornstein-Uhlenbeck processpositive capacityrecurrentrecurrent Brownian paths

Mathematics Subject Classification ID

Sample path properties (60G17) Brownian motion (60J65)

Review text

\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.

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Cites work

• Basic properties of Brownian motion and a capacity on the Wiener space
• Potential theory on Hilbert space
• Sample functions of the \(N\)-parameter Wiener process

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