Brownian motion in a wedge with variable reflection: Existence and uniqueness
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- A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
- Brownian Motion in a Wedge with Variable Skew Reflection
- Brownian motion in a wedge with oblique reflection
- Diffusion processes with boundary conditions
- Explicit semimartingale representation of Brownian motion in a wedge
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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- On the stochastic differential equation for a two-dimensional Brownian motion with boundary condition
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
- Reflected Brownian motion on an orthant
- Reflected brownian motion in a wedge: Semimartingale property
- Reflexion discontinue et systèmes stochastiques
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Cited in
(13)- Reflecting Brownian Motion in a Cusp
- scientific article; zbMATH DE number 4186795 (Why is no real title available?)
- 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
- Spinning Brownian motion
- Simulation of reflected Brownian motion on two dimensional wedges
- Brownian Motion in a Wedge with Variable Skew Reflection
- Brownian motion in wedges, last passage time and the second arc-sine law
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