Traps for reflected Brownian motion
The authors define and characterize a class of domains in \(\mathbb R^d\), named trap domains. Let us consider an open connected set \(D\subseteq \mathbb R^d\) with finite volume. \(X\) denotes the reflected Brownian motion in \(\overline D\). Let \(B \subseteq D\) be a closed ball (with non zero radius). \(D\) is called a trap domain if \(\sup _{x\in D} \mathbb E^x T_B = \infty \). It is proved that \(D\) is not a trap domain iff \(X\) is uniformly ergodic. A complete characterisation for simply connected trap domains in the case \(d=2\) is provided, toghether with partial results for \(d > 2\).
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