Traps for reflected Brownian motion

被引:0
作者
Krzysztof Burdzy
Zhen-Qing Chen
Donald E. Marshall
机构
[1] University of Washington Seattle,Department of Mathematics
来源
Mathematische Zeitschrift | 2006年 / 252卷
关键词
60J45; 35P05; 60G17;
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摘要
Consider an open set [inline-graphic not available: see fulltext], d ≥ 2, and a closed ball [inline-graphic not available: see fulltext]. Let [inline-graphic not available: see fulltext] denote the expectation of the hitting time of B for reflected Brownian motion in D starting from x ∈ D. We say that D is a trap domain if [inline-graphic not available: see fulltext]. 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.
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页码:103 / 132
页数:29
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