Transcience/recurrence for normally reflected Brownian motion in unbounded domains
Pinsky, Ross G.
Ann. Probab., Tome 37 (2009) no. 1, p. 676-686 / Harvested from Project Euclid
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Let D⊊Rd 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)∈Rl+m) : |z|
Publié le : 2009-03-15
Classification:  Brownian motion,  transience,  recurrence,  normal reflection,  Neumann Laplacian,  hitting times,  60J65 
@article{1241099925,
     author = {Pinsky, Ross G.},
     title = {Transcience/recurrence for normally reflected Brownian motion in unbounded domains},
     journal = {Ann. Probab.},
     volume = {37},
     number = {1},
     year = {2009},
     pages = { 676-686},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1241099925}
}

Pinsky, Ross G. Transcience/recurrence for normally reflected Brownian motion in unbounded domains. Ann. Probab., Tome 37 (2009) no. 1, pp.  676-686. http://gdmltest.u-ga.fr/item/1241099925/