On excursions of reflecting Brownian motion
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- Trans. Amer. Math. Soc. 296 (1986), 239-264 Request permission
Abstract:
We discuss the properties of excursions of reflecting Brownian motion on a bounded smooth domain in ${R^d}$ and give a procedure for constructing the process from the excursions and the boundary process. Our method is computational and can be applied to general diffusion processes with reflecting type boundary conditions on compact manifolds.References
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Additional Information
- © Copyright 1986 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 296 (1986), 239-264
- MSC: Primary 60J60; Secondary 60J50, 60J55, 60J65
- DOI: https://doi.org/10.1090/S0002-9947-1986-0837810-X
- MathSciNet review: 837810