For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a which is supported on the set of points where two-dimensional Brownian motion spends a units of local time. The measure [beta] [subscript] a is carried by a set which has Hausdorff dimension equal to 2−a. A Palm measure ...

Does a minimal harmonic function h remain minimal when it is viewed as a parabolic function? The question is answered for a class of long thin semi-infinite tubes D [is an element of the subset of real numbers to the power of] d of variable width and minimal harmonic functions h corresponding to the boundary point of D "at ...

We study two-dimensional Brownian motion in a periodic system of traps using conformal transformations. The system is periodic in the x and y directions. We calculate the ratio of the drift along the y-axis to the drift along the x-axis. The drift of the Brownian particle is induced by conditioning and by the asymmetry of the ...

Suppose that D [is an element of the set of Real numbers to the power of n], n [is greater than or equal to] 2, is a Lipschitz domain and let N[subscript]t(r) be the number of excursions of Brownian motion inside D with diameter greater than r which started before time t. Then rN[subscript]t(r) converges as r --> 0 to a ...

Our main results are (i) a new construction of reflected Brownian motion X in a half-plane with non-smooth angle of oblique reflection and (ii) a theorem on existence of some "exceptional" points on the paths of the standard two-dimensional Brownian motion. The link between these two seemingly disparate results will be formed ...

We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of bifurcation. A relationship with Lipschitz approximations to Brownian paths is also discussed.

An asymptotically 4-stable process is constructed. The model identifies the 4-stable process with a sequence of processes converging in a very weak sense. It is proved that the 4-th variation of the process is a linear function of time and its quadratic variation may be identified with a Brownian motion.

A new proof of the non-increase of Brownian paths is given.

Let X and Y be independent two-dimensional Brownian motions, X(0) = (0; 0); Y(0) = ([epsilon]; 0), and let p([epsilon]) = P(X[0; 1] [intersected with] Y [0; 1] = [empty set], q([epsilon]) = {Y [0; 1] does not contain a closed loop around 0}. Asymptotic estimates (when [epsilon] --> 0) of p([epsilon]); q([epsilon]), and some ...

A fixed two-dimensional projection of a three-dimensional Brownian motion is almost surely neighborhood recurrent; is this simultaneously true of all the two-dimensional projections with probability one? Equivalently: three-dimensional Brownian motion hits any infinite cylinder with probability one; does it hit all cylinders? ...