The submartingale problem for Brownian motion in a cone with non-constant oblique reflection

DOI10.1007/BF01300561zbMath0767.60083MaRDI QIDQ1203355

Youngmee Kwon

Publication date: 22 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Brownian motionexistence and uniqueness of a strong Markov process

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) PDEs with low regular coefficients and/or low regular data (35R05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items

Reflected Brownian motion in Lipschitz domains with oblique reflection ⋮ Reflected Brownian motion in a cone: Semimartingale property ⋮ On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point ⋮ Brownian motion in a wedge with variable reflection: Existence and uniqueness ⋮ Characterization of stationary distributions of reflected diffusions ⋮ The adjoint process of killed reflected Brownian motion in a cone and applications

Cites Work

• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary condition in convex regions
• Uniqueness for diffusions with piecewise constant coefficients
• A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
• Brownian motion in a wedge with oblique reflection
• Stochastic differential equations with reflecting boundary conditions
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• Diffusion processes with boundary conditions
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