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Hitting a boundary point with reflected Brownian motion

Part of the Lecture Notes in Mathematics book series (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.

Keywords

  • Brownian Motion
  • Harmonic Function
  • Positive Probability
  • Conjugate Function
  • Strip Domain

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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

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References

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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

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