Local time and excursions of reflected Brownian motion in a wedge

DOI10.2977/prims/1195176542zbMath0635.60089OpenAlexW1964561380MaRDI QIDQ1097587

Ruth J. Williams

Publication date: 1987

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195176542

zbMATH Keywords

excursionsBrownian motionlocal timeoblique reflection

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items

Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes), Geometric properties of 2-dimensional Brownian paths, Reflected Brownian motion with drift in a wedge, On the roughness of the paths of RBM in a wedge

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