Boundary trace of reflecting Brownian motions

Itai Benjamini; Zhen Qing Chen; Steffen Rohde

doi:10.1007/s00440-003-0318-7

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
卷	129
期	1
DOI	https://doi.org/10.1007/s00440-003-0318-7
出版状态	已出版 - 5月 2004
已对外发布	是

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10.1007/s00440-003-0318-7

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Benjamini, I., Chen, Z. Q., & Rohde, S. (2004). Boundary trace of reflecting Brownian motions. Probability Theory and Related Fields, 129(1), 1-17. https://doi.org/10.1007/s00440-003-0318-7

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title = "Boundary trace of reflecting Brownian motions",

abstract = "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.",

keywords = "Boundary occupation time, Boundary trace, Conformal mapping, Hausdorff dimension, Reflecting Brownian motion, Uniform dimensional result",

author = "Itai Benjamini and Chen, {Zhen Qing} and Steffen Rohde",

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doi = "10.1007/s00440-003-0318-7",

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T1 - Boundary trace of reflecting Brownian motions

AU - Benjamini, Itai

AU - Chen, Zhen Qing

AU - Rohde, Steffen

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N2 - 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.

AB - 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.

KW - Boundary occupation time

KW - Boundary trace

KW - Conformal mapping

KW - Hausdorff dimension

KW - Reflecting Brownian motion

KW - Uniform dimensional result

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U2 - 10.1007/s00440-003-0318-7

DO - 10.1007/s00440-003-0318-7

M3 - Article

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Boundary trace of reflecting Brownian motions

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