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Mathematics  2008 

Transcience/recurrence for normally reflected Brownian motion in unbounded domains

DOI: 10.1214/08-AOP416

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Abstract:

Let $D\subsetneq R^d$ be an unbounded domain and let $B(t)$ be a Brownian motion in $D$ with normal reflection at the boundary. We study the transcience/recurrence dichotomy, focusing mainly on domains of the form $D=\{(x,z)\in R^{l+m}:|z|

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