𝔖 Bobbio Scriptorium
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Reflection and coalescence between independent one-dimensional Brownian paths

✍ Scribed by Florin Soucaliuc; Bálint Tóth; Wendelin Werner


Book ID
108422217
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
308 KB
Volume
36
Category
Article
ISSN
0246-0203

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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.