On excursions of reflecting Brownian motion
Pei Hsu · Transactions of the American Mathematical Society · 1986
We discuss the properties of excursions of reflecting Brownian motion on a bounded smooth domain in R d {R^d} and give a procedure for constructing the process from the excursions and the boundary process. Our method is computational and can be applied to general diffusion processes with reflecting type boundary conditions on compact manifolds.