Boundary trace of reflecting Brownian motions

Itai Benjamini*, Zhen Qing Chen, Steffen Rohde

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

10 引用 (Scopus)

摘要

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

源语言英语
页(从-至)1-17
页数17
期刊Probability Theory and Related Fields
129
1
DOI
出版状态已出版 - 5月 2004
已对外发布

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