Obliquely reflected Brownian motion in nonsmooth planar domains
From MaRDI portal
Publication:1681598
DOI10.1214/16-AOP1130zbMath1392.60069arXiv1512.02323OpenAlexW2963488668MaRDI QIDQ1681598
Kavita Ramanan, Zhen-Qing Chen, Krzysztof Burdzy, Donald E. Marshall
Publication date: 24 November 2017
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.02323
stationary distributionoblique reflectionreflected Brownian motionexcursion reflected Brownian motion
Brownian motion (60J65) Conformal mappings of special domains (30C20) Local time and additive functionals (60J55) Stochastic integral equations (60H20)
Related Items (5)
Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Tutte’s invariant approach for Brownian motion reflected in the quadrant ⋮ On the existence of optimal shapes in architecture ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge ⋮ Conformal field theory for annulus SLE: partition functions and martingale-observables
This page was built for publication: Obliquely reflected Brownian motion in nonsmooth planar domains
