TY - JOUR
T1 - Obliquely reflected Brownian motion in nonsmooth planar domains
AU - Burdzy, Krzysztof
AU - Chen, Zhen Qing
AU - Marshall, Donald
AU - Ramanan, Kavita
N1 - Publisher Copyright:
© Institute of Mathematical Statistics, 2017.
PY - 2017/9/1
Y1 - 2017/9/1
N2 - 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.
AB - 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.
KW - Brownian motion with darning
KW - Conformal mapping
KW - Excursion reflected Brownian motion
KW - Excursion reflected Brownian motion
KW - Oblique reflection
KW - Rate of rotation of obliquely reflected Brownian motion
KW - Reflected Brownian motion
KW - Simply connected domains
KW - Stationary distribution
UR - http://www.scopus.com/inward/record.url?scp=85029866000&partnerID=8YFLogxK
U2 - 10.1214/16-AOP1130
DO - 10.1214/16-AOP1130
M3 - Article
AN - SCOPUS:85029866000
SN - 0091-1798
VL - 45
SP - 2971
EP - 3037
JO - Annals of Probability
JF - Annals of Probability
IS - 5
ER -