On the statistical mechanical theory of Brownian motion. II
โ Scribed by E. Braun
- Publisher
- Elsevier Science
- Year
- 1967
- Weight
- 848 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0031-8914
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๐ SIMILAR VOLUMES
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.
For infinitesimal data given on the group of diffeomorphism of the circle with respect to the metric H 3=2 , the associated Brownian motion has been constructed by Malliavin (C.R. Acad. Sci. Paris t. 329 (1999), 325-329). In this work, we shall give another approach and prove the invariance of heat