pith. sign in

arxiv: 0803.3748 · v2 · submitted 2008-03-26 · 🧮 math.PR · math.SP

Transcience/recurrence for normally reflected Brownian motion in unbounded domains

classification 🧮 math.PR math.SP
keywords domainsbrownianmotionrecurrencetranscienceunboundedboundaryclass
0
0 comments X
read the original abstract

Let $D\subsetneq R^d$ be an unbounded domain and let $B(t)$ be a Brownian motion in $D$ with normal reflection at the boundary. We study the transcience/recurrence dichotomy, focusing mainly on domains of the form $D=\{(x,z)\in R^{l+m}:|z|<H(|x|)\}$, where $d=l+m$ and $H$ is a sufficiently regular function. This class of domains includes various horn-shaped domains and generalized slab domains.

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.