Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity (Q6187901)
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scientific article; zbMATH DE number 7788725
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| English | Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity |
scientific article; zbMATH DE number 7788725 |
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Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity (English)
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16 January 2024
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The authors develop and apply novel semimartingale criteria for studying explosions and establishing strong laws.
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anomalous diffusion
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explosion
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horn-shaped domain
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law of large numbers
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oblique reflection
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reflected diffusion
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semimartingale criteria
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transience
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0.7785398364067078
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0.745358943939209
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0.7275716662406921
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0.7212009429931641
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