𝔖 Bobbio Scriptorium
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Connection between Brownian motion and potential theory

✍ Scribed by Anthony W Knapp


Book ID
107798758
Publisher
Elsevier Science
Year
1965
Tongue
English
Weight
892 KB
Volume
12
Category
Article
ISSN
0022-247X

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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.

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