Transcience/recurrence for normally reflected Brownian motion in unbounded domains

Details Transcience/recurrence for normally reflected Brownian motion in unbounded domains Transcience/recurrence for normally reflected Brownian motion in unbounded domains

2008-03-26

arxiv.org/abs/0803.3748v2

Annals of Probability 2009, Vol. 37, No. 2, 676-686

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/08-AOP416 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/08-AOP416

Let $D\subsetneq R^d$ be an unbounded domain and let $B(t)$ be a Brownian motion in $D$ with normal reflection at the boundary. We study the transcience/recurrence dichotomy, focusing mainly on domains of the form $D=\{(x,z)\in R^{l+m}:|z|

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