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Boundary Trace of Reflecting Brownian Motions (2003)

Abstract
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.

Publication details
Download http://arxiv.org/abs/math/0307310
Repository arXiv (United States)
Keywords Mathematics - Probability, Mathematical Physics
Type text