Boundary trace of reflecting Brownian motions (Q1885322)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary trace of reflecting Brownian motions |
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Boundary trace of reflecting Brownian motions (English)
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28 October 2004
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The authors determine the Hausdorff dimension of the boundary trace of reflecting Brownian motions in a large class of non-smooth domains. They achieve this by establishing first a uniform Hausdorff dimension result for the reflecting Brownian motions and then deriving the Hausdorff dimension of the boundary occupation time \(X^{-1}(\partial D)\). Extensions to stable-like jump processes and to symmetric reflecting diffusions are also given.
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reflected Brownian motion
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Hausdorff dimension
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uniform dimension result
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boundary occupation time
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boundary trace
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conformal mapping
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