Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
(2023)
Journal Article
Menshikov, M. V., Mijatović, A., & Wade, A. R. (2023). Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 59(4), 1813-1843. https://doi.org/10.1214/22-AIHP1309
For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows sufficiently... Read More about Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity.