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

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

10 Citations (Scopus)

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.

Original language	English
Pages (from-to)	1-17
Number of pages	17
Journal	Probability Theory and Related Fields
Volume	129
Issue number	1
DOIs	https://doi.org/10.1007/s00440-003-0318-7
Publication status	Published - May 2004
Externally published	Yes

Keywords

Boundary occupation time
Boundary trace
Conformal mapping
Hausdorff dimension
Reflecting Brownian motion
Uniform dimensional result

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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",

year = "2004",

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

language = "English",

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T1 - Boundary trace of reflecting Brownian motions

AU - Benjamini, Itai

AU - Chen, Zhen Qing

AU - Rohde, Steffen

PY - 2004/5

Y1 - 2004/5

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

UR - http://www.scopus.com/inward/record.url?scp=2442584622&partnerID=8YFLogxK

U2 - 10.1007/s00440-003-0318-7

DO - 10.1007/s00440-003-0318-7

M3 - Article

AN - SCOPUS:2442584622

SN - 0178-8051

VL - 129

SP - 1

EP - 17

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

IS - 1

ER -

Boundary trace of reflecting Brownian motions

Abstract

Keywords

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