๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Comments on Brownian motion theory

โœ Scribed by P. Resibois; R. Dagonnier


Publisher
Elsevier Science
Year
1966
Weight
265 KB
Volume
22
Category
Article
ISSN
0031-9163

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โœ Reinhard Lang ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 620 KB

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.