Brownian motion on the figure eight

Journal of Theoretical Probability

Volumn 15, Issue 3, 2002, Pages 817-844

  Grigorescu, Ilie ^a   Kang, Min ^b  

^a University of Miami   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Absorbing Brownian motion; Decay rate; Ergodicity; Laplace transform

Indexed keywords

EID: 0141464960     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1016232201962     Document Type: Article

References (6)

1. Doetsch, G. (1950). Handbuch der Laplace-Transformation, Band 1, Birkhäuser, Basel.
2. Hoel, P. G., Port, S. C., and Stone, C. J. (1972). Introduction to Stochastic Processes, Waveland Press, Prospect heights, Illinois.
3. Karatzas, I., and Shreve, S. (1991). Brownian Motion and Stochastic Calculus, 2nd ed., Springer.
4. Liggett, T. (1985). Interacting Particle Systems, Springer-Verlag, New York.
5. Munkres, James R. (1975). Topology: A First Course, Prentice-Hall, Englewood Cliffs, New Jersey.
6. Varadhan, S. R. S. (1980). Diffusion Problems and Partial Differential Equations, Tata Institute, Bombay and Springer-Verlag, Berlin.