Obliquely reflected Brownian motion in nonsmooth planar domains

Krzysztof Burdzy, Zhen Qing Chen, Donald Marshall, Kavita Ramanan

科研成果: 期刊稿件文章同行评审

5 引用 (Scopus)

摘要

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including nonsmooth 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.

源语言英语
页(从-至)2971-3037
页数67
期刊Annals of Probability
45
5
DOI
出版状态已出版 - 1 9月 2017
已对外发布

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