Brownian Motion in a Wedge with Variable Skew Reflection
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Publication:3979970
DOI10.2307/2001862zbMATH Open0748.60074OpenAlexW4254417079MaRDI QIDQ3979970FDOQ3979970
Authors: L. C. G. Rogers 
Publication date: 26 June 1992
Full work available at URL: https://doi.org/10.2307/2001862
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- Reflected Brownian motion in generic triangles and wedges
- Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
- Integral expression for the stationary distribution of reflected Brownian motion in a wedge
Brownian motion (60J65) Boundary theory for Markov processes (60J50) Boundary value problems in the complex plane (30E25)
Cites Work
- Stochastic differential equations with reflecting boundary conditions
- Title not available (Why is that?)
- Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions
- Brownian motion in a wedge with oblique reflection
- A Guided Tour through Excursions
- A boundary property of semimartingale reflecting Brownian motions
- Reflected brownian motion in a wedge: Semimartingale property
- The stationary distribution of reflected Brownian motion in a planar region
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- Approximate behavior of tandem queues
- Recurrence classification and invariant measure for reflected Brownian motion in a wedge
- Explicit semimartingale representation of Brownian motion in a wedge
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- A multidimensional process involving local time
- Title not available (Why is that?)
Cited In (11)
- Local time and excursions of reflected Brownian motion in a wedge
- Title not available (Why is that?)
- 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
- Reflecting Brownian Motion in a Cusp
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