Feeling boundary by Brownian motion in a ball
Probability
2020-03-03 v2 Analysis of PDEs
Abstract
We provide short-time asymptotics with rates of convergence for the Laplace Dirichlet heat kernel in a ball. The boundary behaviour is precisely described. Presented results may be considered as a complement or a generalization of the famous "principle of not feeling the boundary" in case of a ball.
Keywords
Cite
@article{arxiv.1909.04699,
title = {Feeling boundary by Brownian motion in a ball},
author = {Grzegorz Serafin},
journal= {arXiv preprint arXiv:1909.04699},
year = {2020}
}
Comments
28 pages