A boundary Harnack principle and its application to analyticity of 3D Brownian intersection exponents

2024/11/22 by Yifan Gao, Gao, Yifan, Xinyi Li +5
Economics, Econometrics and Finance · Mathematics · #31B05 (Secondary) #60J65 (Primary) 31B25 #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2411.14921

openalex publication_date 2024/11/22 · openalex created_date 2024/12/04 · openalex updated_date 2026/07/28

Abstract

We show that a domain in ℝ³ with the trace of a 3D Brownian motion removed almost surely satisfies the boundary Harnack principle (BHP). Then, we use it to prove that the intersection exponents for 3D Brownian motion are analytic.

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