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Hitting a boundary point with reflected Brownian motion

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Séminaire de Probabilités XXVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1526))

Abstract

An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a half-plane to hit a fixed boundary point.

Research supported in part by NSF grants DMS-8901255 and DMS-8806175.

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References

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Author information

Authors and Affiliations

  1. University of Washington, USA

    Krzysztof Burdzy & Donald Marshall

  2. Mathematics Department, GN-50, 98195, Seattle, WA, USA

    Krzysztof Burdzy & Donald Marshall

Authors
  1. Krzysztof Burdzy
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  2. Donald Marshall
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Editor information

Jacques Azéma Marc Yor Paul André Meyer

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© 1992 Springer-Verlag

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Burdzy, K., Marshall, D. (1992). Hitting a boundary point with reflected Brownian motion. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084312

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  • DOI: https://doi.org/10.1007/BFb0084312

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

  • eBook Packages: Springer Book Archive

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