# Tagged Questions

40 views

### Hyperbolic vs Euclidean Brownian Motion

In this article, page 4 of the linked pdf file, Lalley and Sellke claim that a hyperbolic Brownian motion can be obtained by time-changing a 2-dimensional Euclidean Brownian motion, conditioned to ...
13 views

### Quadratic Variation of Diffusion Process and Geometric Brownian Motion

I'm looking to find out the stochastic differential equation satisfied by the quadratic variation of Geometric Brownian Motion, Diffusion Process. For example, for a diffusion process that ...
32 views

### Probability of hitting a Borel set by transient Brownian motion ($d\geq 3$)

I am looking for references/progress made in estimating the hitting probability for Borel sets. For spheres we have $P_{x}(T_{B_{r}(0)}<\infty)=(\frac{|r|}{|x|})^{d-2}$, where $x=B_{0}$ for ...
For Borel set $A$ the Martin Capacity is defined as: $\mathrm{Cap}_{M}(A)=[\inf\{\int \int \frac{G(x,y)}{G(0,y)}d\mu(x)d\mu(y):\mu \mbox{ probability measure on }A \}]^{-1}$ and Green's function ...