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Excursions of Brownian motion and bessel processes

โœ Scribed by R. K. Getoor; M. J. Sharpe

Publisher
Springer
Year
1979
Tongue
English
Weight
1019 KB
Volume
47
Category
Article
ISSN
1432-2064

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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.