Reflecting Brownian Motion in a Cusp
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Publication:3141853
DOI10.2307/2154220zbMath0781.60065OpenAlexW4237486103MaRDI QIDQ3141853
Ellen H. Toby, Richard Dante DeBlassie
Publication date: 17 February 1994
Full work available at URL: https://doi.org/10.2307/2154220
existence and uniquenessreflecting Brownian motiondifferentiability at the boundary of conformal maps
Related Items (6)
On the semimartingale representation of reflecting Brownian motion in a cusp ⋮ Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation ⋮ Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains ⋮ Reflected Brownian motion with drift in a wedge ⋮ Existence and uniqueness of reflecting diffusions in cusps ⋮ Characterization of stationary distributions of reflected diffusions
Cites Work
- Explicit semimartingale representation of Brownian motion in a wedge
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- On Differentiability at the Boundary in Conformal Mapping
- Brownian motion in a wedge with oblique reflection
- Brownian Motion in a Wedge with Variable Skew Reflection
- Diffusion processes with boundary conditions
- On Conformal Mapping of Infinite Strips
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