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arXiv 0803.3748math.PRmath.SP

Transcience/recurrence for normally reflected Brownian motion in unbounded domains

Ross G. Pinsky

英文摘要:

Let $D\subsetneq R^d$ 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 $D=\{(x,z)\in R^{l+m}:|z|<H(|x|)\}$, where $d=l+m$ and $H$ is a sufficiently regular function. This class of domains includes various horn-shaped domains and generalized slab domains.

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