We study long-time estimates for transition probabilities of reflecting-barrier Brownian motions in domains with infinitely many obstacles. We give a criterion for their being of the same order as a standard Brownian motion.
|Title of host publication||Probability theory and mathematical statistics (Tokyo, 1995)|
|Place of Publication||River Edge, NJ|
|Publisher||World Science Publisher|
|Number of pages||7|
|Publication status||Published - 1996|
Osada, H. (1996). Long time estimates for transition probabilities of reflecting barrier Brownian motions. In Probability theory and mathematical statistics (Tokyo, 1995) (pp. 396–402). World Science Publisher.