A counterexample to a purported solution of a martingale problem

DOI10.1080/02331888308802404MaRDI QIDQ4324724zbMATH OpenOpenAlexWikidataFDO

Authors Lester L. Helms

Publication date 28 February 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888308802404

zbMATH Keywords

Laplacian in an infinite two-dimensional wedgemartingale problemobliquely reflected Brownian motion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Brownian motion (60J65)

Recommendations

• Reflected brownian motion in a wedge: Semimartingale property
• Explicit semimartingale representation of Brownian motion in a wedge
• Brownian motion in a wedge with variable reflection: Existence and uniqueness
• The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
• Brownian motion in a wedge with oblique reflection

Cites work

• Brownian motion in a wedge with oblique reflection

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