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Shy Couplings
(2005)
A pair (X; Y) of Markov processes is called a Markov coupling if X and Y have the same transition probabilities and (X;Y) is a Markov process. We say that a coupling is "shy" if there exists a (random) [Epsilon] > 0 such that dist(X [subscript] t; Y [subscript] t) > [Epsilon] for all t [is greater than or equal to] 0. We ...
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 ...
Comparison of potential theoretic properties of rough domains
(2005)
We discuss the relationships between the notion of intrinsic ultracontractivity, parabolic Harnack principle, compactness of the 1-resolvent of the Neumann Laplacian, and non-trap property for Euclidean domains with finite Lebesgue measure. In particular, we give an answer to an open problem raised by Davies and Simon in 1984 ...
Synchronous couplings of reflected Brownian motions in smooth domains
(2005)
For every bounded planar domain D with a smooth boundary, we define a "Lyapunov exponent" [Lambda](D) using a fairly explicit formula. We consider two reflected Brownian motions in D, driven by the same Brownian motion (i.e., a "synchronous coupling"). If [Lambda] (D) > 0 then the distance between the two Brownian particles ...
Uniqueness for reflecting Brownian motion in lip domains
(Elsevier, 2005-03)
A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove strong existence and pathwise uniqueness for the solution X = {X [subscript] t, t [is less than or equal to] 0} to the Skorokhod equation dX [subscript] t = dW [subscript] t + n(X [subscript] t)dL [subscript] t, in planar lip ...
On the Robin problem in fractal domains
(2005)
We study the solution to the Robin boundary problem for the Laplacian in a Euclidean domain. We present some families of fractal domains where the infimum is greater than 0, and some other families of domains where it is equal to 0. We also give a new result on "trap domains" defined in [BCM], i.e., domains where reflecting ...