Brownian Motion in a Wedge with Variable Skew Reflection
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Publication:3979970
DOI10.2307/2001862zbMath0748.60074OpenAlexW4254417079MaRDI QIDQ3979970
Publication date: 26 June 1992
Full work available at URL: https://doi.org/10.2307/2001862
Brownian motion (60J65) Boundary value problems in the complex plane (30E25) Boundary theory for Markov processes (60J50)
Related Items (4)
Brownian motion in a wedge with variable reflection: Existence and uniqueness ⋮ Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms ⋮ Reflecting Brownian Motion in a Cusp ⋮ On collisions of Brownian particles
Cites Work
- Explicit semimartingale representation of Brownian motion in a wedge
- The stationary distribution of reflected Brownian motion in a planar region
- Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Approximate behavior of tandem queues
- A multidimensional process involving local time
- A boundary property of semimartingale reflecting Brownian motions
- A Guided Tour through Excursions
- Reflected brownian motion in a wedge: Semimartingale property
- Brownian motion in a wedge with oblique reflection
- Stochastic differential equations with reflecting boundary conditions
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