Invariant measures for transient reflected Brownian motion in a wedge: Existence and uniqueness

DOI10.1006/JMVA.1994.1003zbMATH Open0795.60077OpenAlexW2038029112MaRDI QIDQ1319952FDOQ1319952

Authors: Richard Dante DeBlassie 

Publication date: 21 April 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1003

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zbMATH Keywords

density of an invariant measureinvariant measures for transient reflected Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (2)

• Recurrence classification and invariant measure for reflected Brownian motion in a wedge
• The adjoint process of killed reflected Brownian motion in a cone and applications

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