On Excursions of Reflecting Brownian Motion

DOI10.2307/2000572zbMATH Open0602.60070OpenAlexW4252286418MaRDI QIDQ3738355FDOQ3738355

Authors:

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2000572

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zbMATH Keywords

boundary processreflecting Brownian motionexcursion processpoint process of excursions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

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• Multi-dimensional diffusion and the Markov process on the boundary
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• Excursions of a Markov process
• Excursions in Brownian motion
• Diffusion processes and their sample paths.
• Exit systems
• A uniqueness theorem for an inverse boundary value problem in electrical prospection
• Brownian motion and harnack inequality for Schrödinger operators
• Excursions of a Markov process induced by continuous additive functionals
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• A decomposition of Markov processes

Cited In (41)

• Min-max formulas for nonlocal elliptic operators on Euclidean space
• Min-max formulas for nonlocal elliptic operators
• Neumann homogenization via integro-differential operators
• The calculus of boundary processes
• Pseudo Jordan domains and reflecting Brownian motions
• Positive recurrence for reflecting Brownian motion in higher dimensions
• On unique extension of time changed reflecting Brownian motions
• Probabilistic interpretation of the Calderón problem
• Time changes of symmetric diffusions and Feller measures
• Brownian Excursions from Hyperplanes and Smooth Surfaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations
• A representation of local time for Lipschitz surfaces
• Title not available (Why is that?)
• Boundary traces of shift-invariant diffusions in half-plane
• On Neumann type problems for nonlocal equations set in a half space
• On Some Connections between Potential Theory and Excursions of Reflecting Brownian Motion
• Title not available (Why is that?)
• Effective conductivity and skew Brownian motion.
• Transcience/recurrence for normally reflected Brownian motion in unbounded domains
• Stationary distributions for diffusions with inert drift
• The Douglas formula in \(L^p\)
• Description of an ecological niche for a mixed local/nonlocal dispersal: an evolution equation and a new Neumann condition arising from the superposition of Brownian and Lévy processes
• Title not available (Why is that?)
• On the exit distribution of partially reflected Brownian motion in planar domains
• One-sided reflected Brownian motions and the KPZ fixed point
• A general martingale approach to large noise homogenization
• Boundary trace of reflecting Brownian motions
• Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations
• Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion)
• Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
• Brownian motion characterization of some Besov--Lipschitz spaces on domains
• Reflecting Brownian motion in the \(d\)-ball
• О УСЛОВНОМ ПРОЦЕССЕ С ДИФРАКЦИЕЙ НА ГЛАДКОЙ ОБЛАСТИ В R2
• Estimates for Dirichlet-to-Neumann maps as integro-differential operators
• Extension technique for functions of diffusion operators: a stochastic approach
• Reflected Brownian motion: selection, approximation and linearization
• Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means
• Title not available (Why is that?)
• Potential theory, path integrals and the Laplacian of the indicator

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