Timeline for "Return map" for Brownian motion
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Jul 29, 2020 at 21:26 | history | edited | Mateusz Kwaśnicki |
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| Jul 29, 2020 at 21:26 | comment | added | Mateusz Kwaśnicki | This has been studied since 1960s, by Molchanov, Hsu, Kolsrud and others. If you like exact references, you may have a look at page 4 of my recent preprint at arXiv:1912.00072. | |
| Jul 29, 2020 at 20:06 | comment | added | alesia | Thank you, that answers it. Fixed the error you mentioned. | |
| Jul 29, 2020 at 20:04 | history | edited | alesia | CC BY-SA 4.0 |
added 5 characters in body
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| Jul 29, 2020 at 19:35 | comment | added | Martin Hairer | You probably mean $W(L^{-1}(t))$ which would be a reasonable definition and would give you a Markov process on the boundary that locally looks like a Cauchy process. (In the case of $D$ a half-plane it would precisely be a Cauchy process.) | |
| Jul 29, 2020 at 17:39 | history | asked | alesia | CC BY-SA 4.0 |