GT ADG-Systèmes Dynamiques

The case of partially reflected Brownian Motion : known facts and open questions
Athanasios Batakis
Tuesday 17 March 2015 14:00 -  Orléans -  Salle de Séminaire

Résumé :
We are interested in the exit distribution of PRBM on bounded domains of R^n. New phenomena, very different from those arising with standard BM are pointed out and discussed. -Boundary Trace of Reflecting Brownian Motions, I. Benjamini, Z. Chen, S. Rohde, Probab. Theory Relat. Fields, 129 (2004), 1--17. -On the Exit Distribution of Partially Reflected Brownian Motion in Planar Domains, A. Batakis, V. H. Nguyen, Potential Analysis February 2013, Volume 38, Issue 2, pp 537-548

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