The exit place of Brownian motion in an unbounded domain.

Deblassie, Dante

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Displaying similar documents to “The exit place of Brownian motion in an unbounded domain.”

Minimal thinness for subordinate Brownian motion in half-space

Panki Kim, Renming Song, Zoran Vondraček (2012)

Annales de l’institut Fourier

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We study minimal thinness in the half-space $H : = {x = (\tilde{x}, x_{d}) : \tilde{x} \in ℝ^{d - 1}, x_{d} > 0}$ for a large class of subordinate Brownian motions. We show that the same test for the minimal thinness of a subset of $H$ below the graph of a nonnegative Lipschitz function is valid for all processes in the considered class. In the classical case of Brownian motion this test was proved by Burdzy.

Configurations of balls in Euclidean space that Brownian motion cannot avoid.

Carroll, Tom, Ortega-Cerdà, Joaquim (2007)

Annales Academiae Scientiarum Fennicae. Mathematica

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Reflected diffusions defined via the extended Skorokhod map.

Ramanan, Kavita (2006)

Electronic Journal of Probability [electronic only]

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Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst.

Fleischmann, Klaus, Mörters, Peter, Wachtel, Vitali (2006)

Electronic Journal of Probability [electronic only]

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Weak convergence to fractional Brownian motion in some anisotropic Besov space

M. Ait Ouahra (2004)

Annales mathématiques Blaise Pascal

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We give some limit theorems for the occupation times of 1-dimensional Brownian motion in some anisotropic Besov space. Our results generalize those obtained by Csaki et [] in continuous functions space.