Reflected planar Brownian motions, intertwining relations and crossing probabilities
Annales de l'Institut Henri Poincare (B) Probability and Statistics(2004)
摘要
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian motion is intertwined with the 3-dimensional Bessel process. This implies some simple hitting distributions and sheds some light on the formula proposed by Watts for double-crossing probabilities in critical percolation.
更多查看译文
关键词
60J99,82B43
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要