Brownian motion in self-similar domains

zbMath1101.60062MaRDI QIDQ850733

Robert G. Smits, Dante de Blassie

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1141136652

zbMATH Keywords

lifetimeMartin kernelself-similar sets\(T\)-homogeneous domains

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (2)

Brownian motion with a horizontal Bessel drift in a parabolic-type domain ⋮ The Martin kernel for unbounded domains

Cites Work

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• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains
• Brownian motion in cones
• The first exit time of a Brownian motion from an unbounded convex domain
• Asymptotic behaviour of a Brownian motion on exterior domains
• The first exit time of Brownian motion form a parabolic domain
• The first exit time of planar Brownian motion from the interior of a parabola
• A generalization of trigonometric convexity and its relation to positive harmonic functions in homogeneous domains
• Conditional brownian motion and the boundary limits of harmonic functions
• Moments of the Lifetime of Conditioned Brownian Motion in Cones
• Brownian motion in twisted domains

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