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Boundary Trace of Reflecting Brownian Motions

Research paper by Itai Benjamini, Zhen-Qing Chen, Steffen Rohde

Indexed on: 23 Jul '03Published on: 23 Jul '03Published in: Mathematics - Probability



Abstract

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions to stable-like jump processes and to symmetric reflecting diffusions are also mentioned.