Non-polar points for reflected Brownian motion
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Date
Authors
Burdzy, Krzysztof
Marshall, Donald E.
Journal Title
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Publisher
Elsevier
Abstract
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 by some theorems related to the following question (iii) Which points are hit by the reflected Brownian motion X with positive probability?
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Citation
Burdzy, K. & D. Marshall. (1993). Non-polar points for reflected Brownian motion. Annales de l'Institut de Henri Poincaré, 29, 199-228.
