pith. sign in

arxiv: math/0307310 · v1 · submitted 2003-07-23 · 🧮 math.PR · math-ph· math.MP

Boundary Trace of Reflecting Brownian Motions

classification 🧮 math.PR math-phmath.MP
keywords boundarybrownianreflectingtraceclassdiffusionsdimensionaldimensions
0
0 comments X
read the original abstract

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions to stable-like jump processes and to symmetric reflecting diffusions are also mentioned.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.