Brownian motion in a wedge with variable reflection: Existence and uniqueness
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DOI10.1214/AOP/1042644711zbMATH Open0866.60067OpenAlexW2097050606MaRDI QIDQ1922071FDOQ1922071
Authors: Richard Dante DeBlassie
Publication date: 7 November 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1042644711
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Cited In (13)
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- Reflected brownian motion in a wedge: Semimartingale property
- Brownian motion in a wedge with oblique reflection
- Uniqueness for reflecting Brownian motion in Lip domains
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- A counterexample to a purported solution of a martingale problem
- Invariant measures for transient reflected Brownian motion in a wedge: Existence and uniqueness
- Reflected Brownian motion with drift in a wedge
- Simulation of reflected Brownian motion on two dimensional wedges
- Spinning Brownian motion
- Brownian Motion in a Wedge with Variable Skew Reflection
- Brownian motion in wedges, last passage time and the second arc-sine law
- Reflecting Brownian Motion in a Cusp
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