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On an Application of the Connection between Brownian Motion and the Dirichlet Problem

✍ Scribed by Ambartsumian, R. V.

Book ID
118224411
Publisher
Society for Industrial and Applied Mathematics
Year
1965
Tongue
English
Weight
374 KB
Volume
10
Category
Article
ISSN
0040-585X

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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.