I have recently started a course about brownian motion (I am in my last year of university). During this course I have to find a research paper about brownian motion, understand it at most I can, and then sumarize it.
I am very unexperienced in this field, so I don't know where to start to look. I love statistic, so I tried to found something with both brownian and stats. I visited arxviv, but I haven't found something yet. Do you have any reference of research paper (not too hard if possible) about bronwian motion (or a generalization) that you loved ? I am open to every new discovery.
Thank you in advance for any help !
See the first answer in https://stats.stackexchange.com/questions/13494/intuition-behind-why-steins-paradox-only-applies-in-dimensions-ge-3 for a profound relation between Stein's paradox in statistics and transience of random walk (and Brownian motion) in dimensions three and higher.
the relevant reference is:
L. Brown (1971). Admissible estimators, recurrent diffusions, and insoluble boundary value problems. Ann. Math. Stat., vol. 42, no. 3, pp. 855–903.