Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments

Asymptotic behavior of the one-dimensional Brownian motion in general random environments has been investigated by many researchers. However, many of the methods used in the argument are available only for the one-dimensional case. In this paper the multidimensional case of the problem is considered, and we obtain some sufficient conditions for recurrence of the multi-dimensional Brownian motion in random environments. By using the sufficient conditions we show that the recurrence of the Brownian motion in Gaussian environments under some conditions on the correlation functions.