Boundary Trace of Reflecting Brownian Motions

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A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions to stable-like jump processes and to symmetric reflecting diffusions are also mentioned.

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Probability, Mathematical Physics

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http://salesiana.dossiersoluciones.com/handle/123456789/68156

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0307310
 http://arxiv.org/abs/math/0307310

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arXiv