Three-dimensional Brownian motion and the golden ratio rule

Kristoffer Glover, Hardy Hulley, Goran Peskir

Let $X=(X_t{)}_{t\ge 0}$ be a transient diffusion process in $(0,\infty )$ with the diffusion coefficient $\sigma >0$ and the scale function $L$ such that $X_t\to \infty$ as $t\righta…