Brownian Stochastic Waves

Click here to see the Stochastic Waves paper I wrote with Dynkin in 1982.

Click here for a simple random walk version.

Planar Brownian motion is shown in blue. The gold curve shows the interpolated first hits of new high levels of the function φ(x,y). This is a Brownian stochastic wave.
φ(x,y) = x² + y² |x| + |y| max(|x|, |y|) x |x|
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