Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
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Publication:6187901
DOI10.1214/22-aihp1309arXiv2203.00966OpenAlexW4388293385MaRDI QIDQ6187901
Aleksandar Mijatović, Andrew R. Wade, Mikhail V. Menshikov
Publication date: 16 January 2024
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.00966
law of large numberstransienceanomalous diffusionoblique reflectionexplosionreflected diffusionhorn-shaped domainsemimartingale criteria
Strong limit theorems (60F15) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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