Reflected Brownian motion in generic triangles and wedges

DOI10.1016/J.SPA.2006.10.002zbMath1112.60063arXivmath/0410007OpenAlexW2061960942MaRDI QIDQ877718

Wouter Kager

Publication date: 3 May 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410007

zbMATH Keywords

reflected Brownian motionlocality property

Mathematics Subject Classification ID

Brownian motion (60J65) Markov processes (60J99)

Related Items (4)

Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Simulation of reflected Brownian motion on two dimensional wedges ⋮ Diamond aggregation ⋮ Monte Carlo study of the hull distribution for theq= 1 Brauer model

Cites Work

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• SLE and triangles
• Reflected planar Brownian motions, intertwining relations and crossing probabilities
• Brownian motion in a wedge with oblique reflection
• Conformal restriction: The chordal case

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