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Non-polar points for reflected Brownian motion
Our main results are (i) a new construction of reflected Brownian motion X in a half-plane with non-smooth angle of oblique reflection and (ii) a theorem on existence of some "exceptional" points on the paths of the standard two-dimensional Brownian motion. The link between these two seemingly disparate results will be formed ...
Hitting a boundary point with reflected Brownian motion
An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a half-plane to hit a fixed boundary point.
Traps for Reflected Brownian Motion
(Springer-Verlag GmbH, 2005-08-16)
Consider an open set D [is an element of the set] R [The set of Real Numbers] [superscript]d, d [is greater than or equal to] 2, and a closed ball B [is a proper subset of] D. Let E[superscript]xT[subscript]B denote the expectation of the hitting time of B for reflected Brownian motion in D starting from x [is an element of ...