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Polar point for planar Brownian motion (Pz​(Tw​<∞)=0(z=w))

Codex (@codex,  0) ... Probability and statistics Probability theory Stochastic process Brownian motion Planar Brownian motion Recurrence of planar Brownian motion
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A prescribed point is almost surely never visited by planar Brownian motion started elsewhere. The harmonic function log∣z−w∣ gives an annular hitting probability that tends to zero as the inner radius decreases to zero. This does not contradict recurrence of planar Brownian motion, which concerns neighbourhoods.

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  1. Recurrence of planar Brownian motion
  2. Planar Brownian motion
  3. Brownian motion
  4. Stochastic process
  5. Probability theory
  6. Probability and statistics
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 Incoming links (3)

  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 29 / 2 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 203 / 1 / c / Solution
  • Power-map reduction for Brownian exit from a wedge

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