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Boundary Trace of Reflecting Brownian Motions
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math.PRmath-phmath.MP
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boundarybrownianreflectingtraceclassdiffusionsdimensionaldimensions
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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.
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