Traps for reflected Brownian motion

DOI10.1007/S00209-005-0849-YMaRDI QIDQ2580982zbMATH OpenOpenAlexFDO

Authors K. Burdzy, Zhen-Qing Chen, Donald E. Marshall

Publication date 10 January 2006

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00209-005-0849-y

zbMATH Keywords

parabolic Harnack principletrap domain

Mathematics Subject Classification ID

General topics in linear spectral theory for PDEs (35P05) Sample path properties (60G17) Probabilistic potential theory (60J45)

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Cites work

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• Weak Limits of Stopped Diffusions
• Weak convergence of reflecting Brownian motions

Cited in

(16)

• Trapping planar Brownian motion in a non circular trap
• Home-range estimation under a restricted sample scheme
• On the exit distribution of partially reflected Brownian motion in planar domains
• Comparison of potential theoretic properties of rough domains
• Delayed and rushed motions through time change
• \(L^p\)-spectral independence of Neumann Laplacians on horn-shaped domains
• Uniform ergodicity for Brownian motion in a bounded convex set
• Integral representations of nonnegative solutions for parabolic equations and elliptic Martin boundaries
• One-point reflection
• On the torsion function with mixed boundary conditions
• Level set and drift estimation from a reflected Brownian motion with drift
• Intrinsic ultracontractivity and small perturbation for one-dimensional generalized diffusion operators
• Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability
• Skew Brownian diffusions across Koch interfaces
• Non-extinction of a Fleming-Viot particle model
• Fractional Cauchy problem on random snowflakes

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