Local time and excursions of reflected Brownian motion in a wedge (Q1097587): Difference between revisions

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Latest revision as of 15:22, 18 June 2024

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Local time and excursions of reflected Brownian motion in a wedge
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    Local time and excursions of reflected Brownian motion in a wedge (English)
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    1987
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    L'auteur poursuit son étude du mouvement brownien plan réfléchi de façon oblique aux bords d'un secteur angulaire. Cette fois il s'intéresse, dans le cas où le sommet est un point régulier, au temps local en ce point, calcule la transformée de Laplace de la loi d'entrée, montre que l'inverse du temps local est un subordinateur stable, que les excursions du sommet rencontrent immédiatement la frontière et retrouve l'expression de la mesure invariante du processus, déjà obtenue dans son article précédent, Probab. Theory relat. Fields 75, 459-485 (1987; Zbl 0608.60074).
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    Brownian motion
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    oblique reflection
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    excursions
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    local time
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