Hitting a boundary point with reflected brownian motion

Krzysztof Burdzy; Donald Marshall

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 81-94

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Burdzy, Krzysztof, and Marshall, Donald. "Hitting a boundary point with reflected brownian motion." Séminaire de probabilités de Strasbourg 26 (1992): 81-94. <http://eudml.org/doc/113835>.

@article{Burdzy1992,
author = {Burdzy, Krzysztof, Marshall, Donald},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {hitting probability; Brownian motion; angle of reflection},
language = {eng},
pages = {81-94},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Hitting a boundary point with reflected brownian motion},
url = {http://eudml.org/doc/113835},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Burdzy, Krzysztof
AU - Marshall, Donald
TI - Hitting a boundary point with reflected brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 81
EP - 94
LA - eng
KW - hitting probability; Brownian motion; angle of reflection
UR - http://eudml.org/doc/113835
ER -

References

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  1. 1. K. Burdzy, Multidimensional Brownian Excursions and Potential Theory, Longman, Harlow, Essex, 1987. Zbl0691.60066MR932248
  2. 2. , Geometric properties of 2-dimensional Brownian paths, Probab. Th. Rel. Fields81 (1989), 485-505. Zbl0667.60078MR995807
  3. 3. J.L. Doob, Classical Potential Theory and Its Probabilistic Counterpart, Springer, New York, 1984. Zbl0549.31001MR731258
  4. 4. M. El Bachir, L'enveloppe convexe du mouvement brownien, Th. 3-ème cycle. Université ToulouseIII (1983). 
  5. 5. J.-F. Le Gall, Mouvement brownien, cônes et processus stables, Probab. Th. Rel. Fields76 (1987), 587-627. Zbl0611.60076MR917681
  6. 6. L.C.G. Rogers, A guided tour through excursions, Bull. London Math. Soc.21 (1989), 305-341. Zbl0689.60075MR998631
  7. 7. , Brownian motion in a wedge with variable skew reflection, Trans. Amer. Math. Soc.326 (1991), 227-236. Zbl0748.60074MR1008701
  8. 8. ,Brownian motion in a wedge with variable skew reflection: II, Diffusion Processes and Related Problems in Analysis, Birkhäuser, Boston, 1990, pp. 95-115. Zbl0719.60081MR1110159
  9. 9. S.R.S. Varadhan and R.J. Williams, Brownian motion in a wedge with oblique reflection, Comm. Pure Appl. Math.38 (1985), 405-443. Zbl0579.60082MR792398
  10. 10. A. Zygmund, Trigonometric Series, Cambridge University Press, Cambridge, 1979. Zbl0367.42001

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