Wiener process with reflection in non-smooth narrow tubes

DOI10.1214/EJP.v14-691zbMath1195.60111arXiv1004.2991MaRDI QIDQ1039174

Konstantinos V. Spiliopoulos

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.2991

zbMATH Keywords

reflection; delay; Wiener process; gluing conditions; non-smooth boundary; narrow tubes

Mathematics Subject Classification ID

60J65: Brownian motion

37A50: Dynamical systems and their relations with probability theory and stochastic processes

60F17: Functional limit theorems; invariance principles

60J99: Markov processes