Brownian motion in a wedge with oblique reflection
From MaRDI portal
Publication:3702248
DOI10.1002/CPA.3160380405zbMATH Open0579.60082OpenAlexW2144624397MaRDI QIDQ3702248FDOQ3702248
Authors: R. J. Williams, S. R. S. Varadhan 
Publication date: 1985
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160380405
Recommendations
- scientific article; zbMATH DE number 6458595
- Brownian Motion in a Wedge with Variable Skew Reflection
- scientific article; zbMATH DE number 4186795
- Brownian motion in a wedge with variable reflection: Existence and uniqueness
- On properties of Brownian reflecting flow in a wedge
- Simulation of reflected Brownian motion on two dimensional wedges
- Reflected Brownian motion in generic triangles and wedges
- Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
- Reflecting Brownian Motion in a Cusp
submartingale problemtwo-dimensional wedgeexistence and uniqueness of a strong Markov processstorage systems and queuing networks
Cites Work
Cited In (92)
- Local time and excursions of reflected Brownian motion in a wedge
- Brownian models of open queueing networks with homogeneous customer populations∗
- A multidimensional process involving local time
- Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
- Integral expression for the stationary distribution of reflected Brownian motion in a wedge
- Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
- A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Efficient Markovian couplings: Examples and counterexamples.
- Characterization of stationary distributions of reflected diffusions
- Ergodicity conditions for two-dimensional Markov chains on the positive quadrant
- Geometric properties of 2-dimensional Brownian paths
- Reflected brownian motion in a wedge: Semimartingale property
- A stochastic differential game in the orthrant
- Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
- Efficient Markovian couplings: Examples and counterexamples
- Perturbed GUE minor process and Warren's process with drifts
- Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
- Hitting time of a corner for a reflected diffusion in the square
- Reflecting random walks in curvilinear wedges
- Explicit semimartingale representation of Brownian motion in a wedge
- On the ``hot spots conjecture of J. Rauch
- Reflected Brownian motion in generic triangles and wedges
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
- Regulating functions on partially ordered sets
- Scaling limit for Brownian motions with one-sided collisions
- On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
- Brownian Motion With Polar Drift
- On collisions of Brownian particles
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
- Title not available (Why is that?)
- On One-Point Weak Uniqueness for Elliptic Equations
- Steady-state simulation of reflected Brownian motion and related stochastic networks
- Stochastic flows and an interface SDE on metric graphs
- Skorohod problems with nonsmooth boundary conditions
- Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
- Three examples of Brownian flows on \(\mathbb{R}\)
- Bounds on linear PDEs via semidefinite optimization
- Brownian motion in a wedge with variable reflection: Existence and uniqueness
- Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions
- Uniqueness for diffusions with piecewise constant coefficients
- Diffusion equation techniques in stochastic monotonicity and positive correlations
- The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
- Strong solutions of stochastic equations with rank-based coefficients
- On Brownian motion on the plane with membranes on rays with a common endpoint
- On the semimartingale representation of reflecting Brownian motion in a cusp
- The correlation of the maxima of correlated Brownian motions
- On random walks arising in queueing systems: Ergodicity and transience via quadratic forms as Lyapounov functions. I
- Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling
- Monte Carlo study of the hull distribution for the \(q = 1\) Brauer model
- Brownian Motion in a Wedge with Variable Skew Reflection
- A phase transition behavior for Brownian motions interacting through their ranks
- One-dimensional Brownian particle systems with rank-dependent drifts
- Two Brownian particles with rank-based characteristics and skew-elastic collisions
- Reflected Brownian motion in a cone: Semimartingale property
- Recurrence and transience of reflecting Brownian motion in the quadrant
- Conformal restriction: The chordal case
- On the spectrum of Markov semigroups via sample path large deviations
- Critical random walks on two-dimensional complexes with applications to polling systems
- Reflecting Brownian Motion in a Cusp
- Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
- Pathwise differentiability of reflected diffusions in convex polyhedral domains
- Existence and uniqueness of reflecting diffusions in cusps
- Brownian motion in a closed convex polygon with normal reflection
- Green's functions with oblique Neumann boundary conditions in the quadrant
- Stochastic decompositions in bivariate risk and queueing models with mutual assistance
- On the roughness of the paths of RBM in a wedge
- Degenerate competing three-particle systems
- Stochastic games for fuel follower problem: \(N\) versus mean field game
- Probabilistic computation of Poiseuille flow velocity fields
- A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
- Bismut-Elworthy-Li formulae for Bessel processes
- A counterexample to a purported solution of a martingale problem
- Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
- Probability of total domination for transient reflecting processes in a quadrant
- A Method for Computing Double Band Policies for Switching between Two Diffusions
- Reflected Brownian motion with drift in a wedge
- Reflected Brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
- Simulation of reflected Brownian motion on two dimensional wedges
- On Reflected Diffusions in Cones and Cylinders
- Reflected diffusions in a non smooth region and an application to storage theory
- Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability
- Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
- The optimal control of the cheap monotone follower
- Brownian motion in wedges, last passage time and the second arc-sine law
- Diffusions with rank-based characteristics and values in the nonnegative quadrant
- Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms
- Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
- A dual skew symmetry for transient reflected Brownian motion in an orthant
- MFGs for partially reversible investment
This page was built for publication: Brownian motion in a wedge with oblique reflection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3702248)
