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Now showing items 1-10 of 84

#### A probabilistic proof of the boundary Harnack principle

(Birkhauser Boston, Inc., 1990)

The main purpose of this paper is to give a probabilistic proof of Theorem 1.1, one using elementary properties of Brownian motion. We also obtain the fact that the Martin boundary equals the Euclidean boundary as an easy corollary of Theorem 1.1. The boundary Harnack principle may be viewed as a Harnack inequality for ...

#### A boundary Harnack principle in twisted Hölder domains

(Annals of Mathematics, 1991-09)

The boundary Harnack principle for the ratio of positive harmonic functions is shown to hold in twisted Hölder domains of order [alpha] for [alpha is an element of the set](1/2, 1]. For each [alpha is an element of the set] (0, 1/2), there exists a twisted Hölder domain of order [alpha] for which the boundary Harnack principle ...

#### Excursion laws and exceptional points on Brownian paths

(Springer-Verlag, 1993)

The purpose of this note is to present an example of a family of "exceptional points" on Brownian paths which cannot be constructed using an entrance law.

#### The Martin boundary in non-Lipschitz domains

(American Mathematical Society, 1993)

The Martin boundary with respect to the Laplacian and with respect to uniformly elliptic operators in divergence form can be identified with the Euclidean
boundary in C [to the power of gamma] domains, where [gamma](x) = bx log log(1/x)/ log log log(1/x), b small. A counterexample shows that this result is very nearly sharp.

#### Intersection local time for points of infinite multiplicity

(Institute of Mathematical Statistics, 1994-04)

For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a which is supported on the set of points where two-dimensional Brownian motion spends a units of local time. The measure [beta] [subscript] a is carried by a set which has Hausdorff dimension equal to 2−a. A Palm measure ...

#### Fiber Brownian motion and the "hot spots" problem

(Duke University Press, 2000-10)

We show that in some planar domains both extrema of
the second Neumann eigenfunction lie strictly inside the domain. The main technical innovation is the use of "fiber Brownian motion," a process which
switches between two-dimensional and one-dimensional evolution.

#### Diffusion on curved, periodic surfaces

(American Physical Society, 1999-07)

We present a simulation algorithm for a diffusion on a curved surface given by the equation [omega](r)50. The algorithm is tested against analytical results known for diffusion on a cylinder and a sphere, and applied to the diffusion on the P, D, and G periodic nodal surfaces. It should find application in an interpretation ...

#### Variably skewed Brownian motion

(Institute of Mathematical Statistics, 2000-03-01)

Given a standard Brownian motion B, we show that the equation X [subscript] t = x [subscript] 0 + B [subscript] t + [beta](L [to the power of X] [subscript] t ); t [is greater than or equal to] 0 ; has a unique strong solution X. Here L [to the power of X] is the symmetric local time of X at 0, and [beta] is a given differentiable ...

#### A three-dimensional Brownian path reflected on a Brownian path is a free Brownian path

(Springer Science+Business Media B.V., 1993)

Three-dimensional Brownian path reflected on Brownian path is a free Brownian path.

#### Cut points on Brownian paths

(Institute of Mathematical Statistics, 1989-07)

Let X be a standard two-dimensional Brownian motion. There exists a.s. t [is an element of the set] (0; 1) such that X([0; t))[intersected with] X((t; 1]) = [empty set]. It follows that X([0; 1]) is not
homeomorphic to the Sierpinski carpet a.s.