Fluctuations of Brownian motion with drift
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J. G. Conlon
P. Olsen
Consider 3 dimensional Brownian motion started on the unit sphere $\{|x|=1\}$ with initial density $\rho$. Let $\rho_t$ be the first hitting density on the sphere $\{|x|=t+1\}$, $t > 0$. Then the linear operators $T_t$ defined by $T_t$ $\rho=\rho_t$ form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift $\bold b$, where $\bold b$ is small in a suitable scale invariant norm.
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Conlon, J. G.; Olsen, P. «Fluctuations of Brownian motion with drift». Publicacions Matemàtiques, 1999, vol.VOL 43, núm. 1, p. 85-125, http://raco.cat/index.php/PublicacionsMatematiques/article/view/37955.