Traps for reflected Brownian motion

被引：18

作者：

Burdzy, K ^{[1
]}

Chen, ZQ ^{[1
]}

Marshall, DE ^{[1
]}

机构：

[1] Univ Washington, Dept Math, Seattle, WA 98115 USA

来源：

MATHEMATISCHE ZEITSCHRIFT | 2006年 / 252卷 / 01期

关键词：

D O I：

10.1007/s00209-005-0849-y

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Consider an open set D subset of R-d, d >= 2, and a closed ball B subset of D. Let (ETB)-T-x denote the expectation of the hitting time of B for reflected Brownian motion in D starting from x is an element of D. We say that D is a trap domain if sup(x) (ETB)-T-x = infinity. A domain D is not a trap domain if and only if the reflecting Brownian motion in D is uniformly ergodic. We fully characterize the simply connected planar trap domains using a geometric condition and give a number of ( less complete) results for d> 2.

引用

页码：103 / 132

页数：30

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