Brownian excursions from hyperplanes and smooth surfaces
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- by Krzysztof Burdzy PDF
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Abstract:
A skew-product decomposition of the $n$-dimensional $(n \geq 2)$ Brownian excursion law from a hyperplane is obtained. This is related to a Kolmogorov-type test for excursions from hyperplanes. Several results concerning existence, uniqueness and form of Brownian excursion laws from sufficiently "flat" surfaces are given. Some of these theorems are potential-theoretic in spirit. An extension of the results concerning excursion laws to an exit system in a Lipschitz domain is supplied.References
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Additional Information
- © Copyright 1986 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 295 (1986), 35-57
- MSC: Primary 60J65; Secondary 60G17
- DOI: https://doi.org/10.1090/S0002-9947-1986-0831187-1
- MathSciNet review: 831187