On Brownian motion on the plane with membranes on rays with a common endpoint

Details On Brownian motion on the plane with membranes on rays with a common endpoint On Brownian motion on the plane with membranes on rays with a common endpoint

2009-02-02

arxiv.org/abs/0902.0067v1

Random Operators and Stochastic Equations. 17 N2 (2009) 139-157

Mathematics

Probability

21 pages, 4 figures

Scientific paper

We consider a Brownian motion on the plane with semipermeable membranes on n
rays that have a common endpoint in the origin. We obtain the necessary and
sufficient conditions for the process to reach the origin and we show that the
probability of hitting the origin is equal to zero or one.

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