Reflected brownian motion in a wedge: Semimartingale property
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Publication:3319506
DOI10.1007/BF02450279zbMath0535.60042MaRDI QIDQ3319506
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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Cites Work
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- Calcul stochastique et problèmes de martingales
- Stochastic integration and \(L^ p-\)theory of semimartingales
- Reflected Brownian motion on an orthant
- Brownian motion in a wedge with oblique reflection
- Stochastic differential equations with reflecting boundary conditions
- Diffusion processes with boundary conditions
