Brownian motion in a ball in the presence of spherical obstacles

DOI10.1090/S0002-9939-09-10174-0zbMATH Open1193.31005arXiv0906.3481MaRDI QIDQ3559002FDOQ3559002

Authors: Julie O'Donovan 

Publication date: 11 May 2010

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: We study the problem of when a Brownian motion in the unit ball has a positive probability of avoiding a countable collection of spherical obstacles. We give a necessary and sufficient integral condition for such a collection to be avoidable.

Full work available at URL: https://arxiv.org/abs/0906.3481

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zbMATH Keywords

Brownian motionharmonic measurespherical obstacles

Mathematics Subject Classification ID

Brownian motion (60J65) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05)

Cites Work

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• Percolation diffusion.
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• Thin Sets at the Boundary
• Harmonic measure and uniform densities
• Champagne subregions of the disk whose bubbles carry harmonic measure

Cited In (9)

• On Lundh's percolation diffusion
• Unavoidable collections of balls for censored stable processes
• Unavoidable collections of balls for isotropic Lévy processes
• Harmonic measure of the outer boundary of colander sets
• Champagne subdomains with unavoidable bubbles
• Unavoidable collections of balls for processes with isotropic unimodal Green function
• Probability of Brownian Motion Hitting an Obstacle
• On the mean free path for a periodic array of spherical obstacles.
• On sublevel set estimates and the Laplacian

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