English

On the exit distribution of partially reflected Brownian motion in planar domains

Probability 2010-07-09 v1 Mathematical Physics Analysis of PDEs math.MP

Abstract

We show that the dimension of the exit distribution of planar partially reflected Brownian motion can be arbitrarily close to 2.

Keywords

Cite

@article{arxiv.1007.1373,
  title  = {On the exit distribution of partially reflected Brownian motion in planar domains},
  author = {Athanasios Batakis and Viet Hung Nguyen},
  journal= {arXiv preprint arXiv:1007.1373},
  year   = {2010}
}

Comments

12 pages, 4 figures