Boundary trace of reflecting Brownian motions (Q1885322)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Boundary trace of reflecting Brownian motions
scientific article

    Statements

    Boundary trace of reflecting Brownian motions (English)
    0 references
    0 references
    0 references
    0 references
    28 October 2004
    0 references
    The authors determine the Hausdorff dimension of the boundary trace of reflecting Brownian motions in a large class of non-smooth domains. They achieve this by establishing first a uniform Hausdorff dimension result for the reflecting Brownian motions and then deriving the Hausdorff dimension of the boundary occupation time \(X^{-1}(\partial D)\). Extensions to stable-like jump processes and to symmetric reflecting diffusions are also given.
    0 references
    0 references
    reflected Brownian motion
    0 references
    Hausdorff dimension
    0 references
    uniform dimension result
    0 references
    boundary occupation time
    0 references
    boundary trace
    0 references
    conformal mapping
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references