Reflected Brownian motion in a cone: Semimartingale property

DOI10.1007/BF01375825zbMATH Open0813.60073MaRDI QIDQ1346971FDOQ1346971

Authors: Youngmee Kwon 

Publication date: 30 May 1995

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

semimartingalereflected Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cites Work

• Convergence of stochastic processes
• Title not available (Why is that?)
• Stochastic differential equations with reflecting boundary conditions
• Diffusion processes with boundary conditions
• Weak limit theorems for stochastic integrals and stochastic differential equations
• Random time changes and convergence in distribution under the Meyer-Zheng conditions
• Title not available (Why is that?)
• The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
• Brownian motion in a wedge with oblique reflection
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
• Reflected brownian motion in a wedge: Semimartingale property

Cited In (7)

• Title not available (Why is that?)
• The adjoint process of reflected brownian motion in a cone
• Reflected brownian motion in a wedge: Semimartingale property
• The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
• The Semimartingale Structure of Reflecting Brownian Motion
• A boundary property of semimartingale reflecting Brownian motions
• The adjoint process of killed reflected Brownian motion in a cone and applications

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