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Brownian excursions and minimal thinness

โœ Scribed by Krzysztof Burdzy


Book ID
105101106
Publisher
Springer-Verlag
Year
1986
Tongue
French
Weight
693 KB
Volume
192
Category
Article
ISSN
0025-5874

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We consider reflecting Brownian motion in a bounded domain with smooth boundary. Formulas for the moments of the excursion lengths are derived and connections between excursion theory of reflecting Brownian motion and notions from recurrent potential theory are explored.