Boundary trace of reflecting Brownian motions

被引：12
|
作者：
Benjamini, I [1 ]
Chen, ZQ
Rohde, S
机构：
[1] Weizmann Inst Sci, IL-76100 Rehovot, Israel
[2] Univ Washington, Dept Math, Seattle, WA 98195 USA
来源：
PROBABILITY THEORY AND RELATED FIELDS | 2004年 / 129卷 / 01期
关键词：
reflecting Brownian motion; Hausdorff dimension; uniform dimensional result; boundary occupation time; boundary trace; conformal mapping;
D O I：
10.1007/s00440-003-0318-7
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We establish a uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains. Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are determined. Extensions to stable-like jump processes and to symmetric reflecting diffusions are also given.
引用
收藏
页码：1 / 17
页数：17
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