Transcience/recurrence for normally reflected Brownian motion in unbounded domains

Abstract

Let D⊂neq Rd be an unbounded domain and let B(t) be a Brownian motion in D with normal reflection at the boundary. We study the transcience/recurrence dichotomy, focusing mainly on domains of the form D=\(x,z)∈ Rl+m:|z|<H(|x|)\, where d=l+m and H is a sufficiently regular function. This class of domains includes various horn-shaped domains and generalized slab domains.

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