%0 Journal Article
%T Multiplicative functional for reflected Brownian motion via deterministic ODE
%A Krzysztof Burdzy
%A John M. Lee
%J Mathematics
%D 2008
%I arXiv
%X We prove that a sequence of semi-discrete approximations converges to a multiplicative functional for reflected Brownian motion, which intuitively represents the Lyapunov exponent for the corresponding stochastic flow. The method of proof is based on a study of the deterministic version of the problem and the excursion theory.
%U http://arxiv.org/abs/0805.3740v1