Brownian motion in a wedge with oblique reflection

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Cites work

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Small Random perturbation of dynamical systems with reflecting boundary

Cited in

(92)

Brownian Motion With Polar Drift
On the semimartingale representation of reflecting Brownian motion in a cusp
Reflected Brownian motion in a cone: Semimartingale property
Perturbed GUE minor process and Warren's process with drifts
On the ``hot spots conjecture of J. Rauch
Recurrence classification and invariant measure for reflected Brownian motion in a wedge
Reflected brownian motion in a wedge: Semimartingale property
Efficient Markovian couplings: Examples and counterexamples
The correlation of the maxima of correlated Brownian motions
Critical random walks on two-dimensional complexes with applications to polling systems
Recurrence and transience of reflecting Brownian motion in the quadrant
Conformal restriction: The chordal case
Brownian Motion in a Wedge with Variable Skew Reflection
On One-Point Weak Uniqueness for Elliptic Equations
Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
Reflecting random walks in curvilinear wedges
Brownian motion in a wedge with variable reflection: Existence and uniqueness
A phase transition behavior for Brownian motions interacting through their ranks
One-dimensional Brownian particle systems with rank-dependent drifts
The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
Scaling limit for Brownian motions with one-sided collisions
Reflected Brownian motion in generic triangles and wedges
Integral expression for the stationary distribution of reflected Brownian motion in a wedge
Efficient Markovian couplings: Examples and counterexamples.
Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
On the spectrum of Markov semigroups via sample path large deviations
Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
On random walks arising in queueing systems: Ergodicity and transience via quadratic forms as Lyapounov functions. I
On collisions of Brownian particles
Characterization of stationary distributions of reflected diffusions
Reflected Brownian motion with skew symmetric data in a polyhedral domain
Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling
Steady-state simulation of reflected Brownian motion and related stochastic networks
Stochastic flows and an interface SDE on metric graphs
On Brownian motion on the plane with membranes on rays with a common endpoint
Strong solutions of stochastic equations with rank-based coefficients
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
Uniqueness for diffusions with piecewise constant coefficients
Skorohod problems with nonsmooth boundary conditions
Diffusion equation techniques in stochastic monotonicity and positive correlations
Ergodicity conditions for two-dimensional Markov chains on the positive quadrant
Geometric properties of 2-dimensional Brownian paths
Reflecting Brownian Motion in a Cusp
Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
Brownian models of open queueing networks with homogeneous customer populations^∗
The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline
A stochastic differential game in the orthrant
Two Brownian particles with rank-based characteristics and skew-elastic collisions
Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions
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Explicit semimartingale representation of Brownian motion in a wedge
Monte Carlo study of the hull distribution for the \(q = 1\) Brauer model
Local time and excursions of reflected Brownian motion in a wedge
A multidimensional process involving local time
Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
Three examples of Brownian flows on \(\mathbb{R}\)
Bounds on linear PDEs via semidefinite optimization
Regulating functions on partially ordered sets
A dual skew symmetry for transient reflected Brownian motion in an orthant
Probabilistic computation of Poiseuille flow velocity fields
Pathwise differentiability of reflected diffusions in convex polyhedral domains
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
On Reflected Diffusions in Cones and Cylinders
Bismut-Elworthy-Li formulae for Bessel processes
Existence and uniqueness of reflecting diffusions in cusps
Probability of total domination for transient reflecting processes in a quadrant
Reflected diffusions in a non smooth region and an application to storage theory
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms
Stochastic games for fuel follower problem: \(N\) versus mean field game
The optimal control of the cheap monotone follower
Degenerate competing three-particle systems
MFGs for partially reversible investment
Brownian motion in wedges, last passage time and the second arc-sine law
Green's functions with oblique Neumann boundary conditions in the quadrant
A counterexample to a purported solution of a martingale problem
On the roughness of the paths of RBM in a wedge
Simulation of reflected Brownian motion on two dimensional wedges
Reflected Brownian motion with drift in a wedge
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
Diffusions with rank-based characteristics and values in the nonnegative quadrant
Stochastic decompositions in bivariate risk and queueing models with mutual assistance
Reflected Brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
Brownian motion in a closed convex polygon with normal reflection
Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
A Method for Computing Double Band Policies for Switching between Two Diffusions

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