Hitting probabilities of a Brownian flow with radial drift

Citation
Lee, Jong Jun et al., Hitting probabilities of a Brownian flow with radial drift, Annals of probability (Online) , 48(2), 2020, pp. 646-671
ISSN journal
2168894X
Volume
48
Issue
2
Year of publication
2020
Pages
646 - 671
Database
ACNP
SICI code
Abstract
We consider a stochastic flow .t(x,.) in Rn with initial point .0(x,.)=x, driven by a single n-dimensional Brownian motion, and with an outward radial drift of magnitude F(..t(x).)..t(x)., with F nonnegative, bounded and Lipschitz. We consider initial points x lying in a set of positive distance from the origin. We show that there exist constants C.,c.>0 not depending on n, such that if F>C.n then the image of the initial set under the flow has probability 0 of hitting the origin. If 0.F.c.n3/4, and if the initial set has a nonempty interior, then the image of the set has positive probability of hitting the origin.