Boundary trace of reflecting Brownian motions
Indexed on: 02 Feb '04Published on: 02 Feb '04Published in: Probability Theory and Related Fields
Abstract
We establish a uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains. Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are determined. Extensions to stable-like jump processes and to symmetric reflecting diffusions are also given.
