TRANSCIENCE/RECURRENCE FOR NORMALLY REFLECTED BROWNIAN MOTION IN UNBOUNDED DOMAINS
成果类型:
Article
署名作者:
Pinsky, Ross G.
署名单位:
Technion Israel Institute of Technology
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/08-AOP416
发表日期:
2009
页码:
676-686
关键词:
摘要:
Let D not subset of R(d) be an unbounded domain and let B(t) be a Brownian motion in D with normal reflection at the boundary. We study the transcience/recurrence dichotomy, focusing mainly on domains of the form D = {(x,z) is an element of R(l+m) : vertical bar z vertical bar < H(vertical bar x vertical bar)}, where d = l + m and H is a sufficiently regular function. This class of domains includes various horn-shaped domains and generalized slab domains.