On Some Connections between Potential Theory and Excursions of Reflecting Brownian Motion
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Publication:4209793
DOI10.1002/mana.19981930108zbMath0913.60074MaRDI QIDQ4209793
Publication date: 1 June 1999
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19981930108
60J65: Brownian motion
60J45: Probabilistic potential theory
31C99: Generalizations of potential theory
Cites Work
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- Recurrence times and capacities for finite ergodic chains
- Some Theorems Concerning Brownian Motion
- On Excursions of Reflecting Brownian Motion
- Energy and the law of the interated logarithm.
- A probalistic solution of the Neumann problem.
- On the notion of recurrence in discrete stochastic processes