{
  "id": "0805.3740",
  "version": "v1",
  "published": "2008-05-24T03:22:56.000Z",
  "updated": "2008-05-24T03:22:56.000Z",
  "title": "Multiplicative functional for reflected Brownian motion via deterministic ODE",
  "authors": [
    "Krzysztof Burdzy",
    "John M. Lee"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove that a sequence of semi-discrete approximations converges to a multiplicative functional for reflected Brownian motion, which intuitively represents the Lyapunov exponent for the corresponding stochastic flow. The method of proof is based on a study of the deterministic version of the problem and the excursion theory.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-05-24T03:22:56.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J65"
    ],
    "keywords": [
      "reflected brownian motion",
      "multiplicative functional",
      "deterministic ode",
      "semi-discrete approximations converges",
      "lyapunov exponent"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0805.3740B"
    }
  }
}