Hitting Probabilities of a Brownian flow with Radial Drift

Jong Jun Lee, Carl Mueller, Eyal Neuman

We consider a stochastic flow ${\varphi }_t(x,\omega )$ in ${\mathbb{R}}^n$ with initial point ${\varphi }_0(x,\omega )=x$, driven by a single $n$-dimensional Brownian motion, and with an outward radial drift of…