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Boundary Trace of Reflecting Brownian Motions

Itai Benjamini·Zhen-Qing Chen·Steffen Rohde
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Abstract

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions to stable-like jump processes and to symmetric reflecting diffusions are also mentioned.

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Itai Benjamini, Zhen-Qing Chen, Steffen Rohde. 2003-07-23. Boundary Trace of Reflecting Brownian Motions. https://arxiv.org/abs/math/0307310

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