Boundary Trace of Reflecting Brownian Motions

Details Boundary Trace of Reflecting Brownian Motions Boundary Trace of Reflecting Brownian Motions

2003-07-23

arxiv.org/abs/math/0307310v1

Mathematics

Probability

Scientific paper

A uniform dimensional result for normally reflected Brownian motion (RBM) in
a large class of non-smooth domains is established. Exact Hausdorff dimensions
for the boundary occupation time and the boundary trace of RBM are given.
Extensions to stable-like jump processes and to symmetric reflecting diffusions
are also mentioned.

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