Brownian Motion in a Wedge with Variable Skew Reflection
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Publication:3979970
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Cites work
- scientific article; zbMATH DE number 4020069 (Why is no real title available?)
- scientific article; zbMATH DE number 3223259 (Why is no real title available?)
- A Guided Tour through Excursions
- A boundary property of semimartingale reflecting Brownian motions
- A multidimensional process involving local time
- Approximate behavior of tandem queues
- Brownian motion in a wedge with oblique reflection
- Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions
- Explicit semimartingale representation of Brownian motion in a wedge
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Reflected brownian motion in a wedge: Semimartingale property
- Stochastic differential equations with reflecting boundary conditions
- The stationary distribution of reflected Brownian motion in a planar region
Cited in
(11)- Reflecting Brownian Motion in a Cusp
- Local time and excursions of reflected Brownian motion in a wedge
- scientific article; zbMATH DE number 4186795 (Why is no real title available?)
- Brownian motion in a wedge with oblique reflection
- Reflecting random walks in curvilinear wedges
- On collisions of Brownian particles
- Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
- Brownian motion in a wedge with variable reflection: Existence and uniqueness
- Simulation of reflected Brownian motion on two dimensional wedges
- Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
- Brownian motion in wedges, last passage time and the second arc-sine law
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