Brownian motion in a closed convex polygon with normal reflection

DOI10.5186/AASFM.1992.1724MaRDI QIDQ4024931zbMATH OpenOpenAlexFDO

Authors Lester L. Helms

Publication date 16 February 1993

Published in Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5186/aasfm.1992.1724

zbMATH Keywords

Brownian motionFeller semigroupLaplaciannonstandard analysisnormal reflectionpolygon

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Brownian motion (60J65)

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Cited in

(2)

• Mixing rates for Brownian motion in a convex polyhedron
• The problem of optimal smoothing for convex functions

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