✦ LIBER ✦
On Some Connections between Potential Theory and Excursions of Reflecting Brownian Motion
✍ Scribed by Reinhard Lang
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 620 KB
- Volume
- 193
- Category
- Article
- ISSN
- 0025-584X
No coin nor oath required. For personal study only.
✦ Synopsis
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.