Suppose is a two-dimensional Brownian motion, and r > 0. Imitate the argument of Proposition 21.1 but with to show that Then use the strong Markov property to show that there are times That is,...


Suppose

is a two-dimensional Brownian motion, and r > 0. Imitate the argument of Proposition 21.1 but with

to show that


Then use the strong Markov property to show that there are times


That is, two-dimensional Brownian motion is neighborhood recurrent.





May 22, 2022
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