Spinning Brownian motion (Q491185)

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Spinning Brownian motion
scientific article

    Statements

    title
    Spinning Brownian motion (English)
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    author
    Mauricio A. Duarte
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    publication date
    24 August 2015
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    zbMATH Keywords
    degenerate reflected diffusion
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    spinning Brownian motion
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    stationary distribution
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    stochastic differential equations
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    excursion theory
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60J65
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    60H10
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    zbMATH DE Number
    6475126
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    OpenAlex ID
    W808626984
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    arXiv ID
    1209.0440
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