Reflecting Brownian Motion in a Cusp
From MaRDI portal
Publication:3141853
DOI10.2307/2154220zbMath0781.60065MaRDI QIDQ3141853
Ellen H. Toby, Richard Dante DeBlassie
Publication date: 17 February 1994
Full work available at URL: https://doi.org/10.2307/2154220
existence and uniqueness; reflecting Brownian motion; differentiability at the boundary of conformal maps
Related Items
On the semimartingale representation of reflecting Brownian motion in a cusp, Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation, Existence and uniqueness of reflecting diffusions in cusps, Characterization of stationary distributions of reflected diffusions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Explicit semimartingale representation of Brownian motion in a wedge
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- On Differentiability at the Boundary in Conformal Mapping
- Brownian motion in a wedge with oblique reflection
- Brownian Motion in a Wedge with Variable Skew Reflection
- Diffusion processes with boundary conditions
- On Conformal Mapping of Infinite Strips