scientific article; zbMATH DE number 6458595

MaRDI QIDQ5262354zbMATH OpenFDO

Authors R. J. Williams, S. R. S. Varadhan

Publication date 13 July 2015

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cited in

(5)

• Brownian motion in a wedge with oblique reflection
• Brownian Motion in a Wedge with Variable Skew Reflection
• Brownian motion in wedges, last passage time and the second arc-sine law
• Simulation of reflected Brownian motion on two dimensional wedges
• Brownian motion in a closed convex polygon with normal reflection

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