Reflected planar Brownian motions, intertwining relations and crossing probabilities
| dc.creator | Dubedat, Julien | |
| dc.date | 2003-02-20 | |
| dc.date.accessioned | 2026-07-07T06:29:10Z | |
| dc.date.available | 2026-07-07T06:29:10Z | |
| dc.description | Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian motion is intertwined with the 3-dimensional Bessel process. This implies some simple hitting distributions and sheds some light on the formula proposed by Watts for double-crossing probabilities in critical percolation. | |
| dc.description | 18 pages, 5 figures | |
| dc.identifier | https://arxiv.org/abs/math/0302250 | |
| dc.identifier | http://arxiv.org/abs/math/0302250 | |
| dc.identifier | Ann. Inst. H. Poincaré Probab. Statist. 40 (2004), no. 5, 539--552 | |
| dc.identifier | doi:10.1016/j.anihpb.2003.11.005 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/97938 | |
| dc.subject | Probability | |
| dc.subject | 60F17; 60J10; 60J25; 82B43 | |
| dc.title | Reflected planar Brownian motions, intertwining relations and crossing probabilities | |
| dc.type | text |