A Skorokhod-type lemma and a decomposition of reflected Brownian motion (Q1897152)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Skorokhod-type lemma and a decomposition of reflected Brownian motion |
scientific article |
Statements
A Skorokhod-type lemma and a decomposition of reflected Brownian motion (English)
0 references
18 February 1998
0 references
A construction based on a new Skorokhod-type lemma of reflected Brownian motion in a two-dimensional thorn pointing downward is presented.
0 references
Brownian motion
0 references
reflection
0 references
diffusion
0 references
Skorokhod lemma
0 references
