Reflected Brownian motion with drift in a wedge (Q6195493)
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scientific article; zbMATH DE number 7817595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected Brownian motion with drift in a wedge |
scientific article; zbMATH DE number 7817595 |
Statements
Reflected Brownian motion with drift in a wedge (English)
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14 March 2024
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submartingale problem
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absorbed process
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reflected Brownian motion (RBM)
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RBM with drift
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Markov property
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Feller property
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