Pith. sign in

REVIEW

Obliquely reflected Brownian motion in non-smooth planar domains

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1512.02323 v1 pith:U2HDZSPX submitted 2015-12-08 math.PR

Obliquely reflected Brownian motion in non-smooth planar domains

classification math.PR
keywords browniandomainsreflectedobliquelymotionsplanarboundarybounded
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
Share X LinkedIn Reddit HN
read the original abstract

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main technical tools. A key intermediate step, which may be of independent interest, is an alternative characterization of reflected Brownian motions in smooth bounded planar domains with a given field of angles of oblique reflection on the boundary in terms of a pair of quantities, namely an integrable positive harmonic function, which represents the stationary distribution of the process, and a real number that represents, in a suitable sense, the asymptotic rate of rotation of the process around a reference point in the domain. Furthermore, we also show that any obliquely reflected Brownian motion in a simply connected Jordan domain can be obtained as a suitable limit of obliquely reflected Brownian motions in smooth domains.

discussion (0)

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