A Skorokhod-type lemma and a decomposition of reflected Brownian motion (Q1897152)
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scientific article; zbMATH DE number 796511
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| English | A Skorokhod-type lemma and a decomposition of reflected Brownian motion |
scientific article; zbMATH DE number 796511 |
Statements
A Skorokhod-type lemma and a decomposition of reflected Brownian motion (English)
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18 February 1998
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A construction based on a new Skorokhod-type lemma of reflected Brownian motion in a two-dimensional thorn pointing downward is presented.
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Brownian motion
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reflection
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diffusion
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Skorokhod lemma
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