Obliquely reflected Brownian motion in nonsmooth planar domains

Citation
Burdzy, Krzysztof et al., Obliquely reflected Brownian motion in nonsmooth planar domains, Annals of probability (Online) , 45(5), 2017, pp. 2971-3037
ISSN journal
2168894X
Volume
45
Issue
5
Year of publication
2017
Pages
2971 - 3037
Database
ACNP
SICI code
Abstract
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including nonsmooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main technical tools. A key intermediate step, which may be of independent interest, is an alternative characterization of reflected Brownian motions in smooth bounded planar domains with a given field of angles of oblique reflection on the boundary in terms of a pair of quantities, namely an integrable positive harmonic function, which represents the stationary distribution of the process, and a real number that represents, in a suitable sense, the asymptotic rate of rotation of the process around a reference point in the domain. Furthermore, we also show that any obliquely reflected Brownian motion in a simply connected Jordan domain can be obtained as a suitable limit of obliquely reflected Brownian motions in smooth domains.