Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
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absorptionBrownian motiondiffusionelliptic partial differential equationoccupation and hitting timesreflectionstrong Markov processsubmartingale problem
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with low regular coefficients and/or low regular data (35R05) Diffusion processes and stochastic analysis on manifolds (58J65) Sample path properties (60G17) Diffusion processes (60J60) Brownian motion (60J65)
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Cites work
- A new proof of de Giorgi's theorem concerning the regularity problem for elliptic differential equations
- Bifurcation, perturbation of simple eigenvalues, and linearized stability
- Brownian motion in a wedge with oblique reflection
- Diffusion processes with boundary conditions
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- Exit times of Brownian motion, harmonic majorization, and Hardy spaces
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- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- On the spectrum of general second order operators
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Cited in
(23)- The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- Reflected Brownian motion in Lipschitz domains with oblique reflection
- Some properties of Brownian motion in a cone
- Reflected Brownian motion in a cone: Semimartingale property
- The adjoint process of killed reflected Brownian motion in a cone and applications
- Brownian motion in a wedge with variable reflection: Existence and uniqueness
- Markov selection for constrained martingale problems
- NONCOALESCENCE OF BROWNIAN MOTION REFLECTING ON A SPHERE*
- The adjoint process of reflected brownian motion in a cone
- Reflecting Brownian Motion in a Cusp
- On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
- Brownian Motion With Polar Drift
- Brownian motion in a closed convex polygon with normal reflection
- Escape rates for transient reflected brownian motion in wedges and cones
- Spinning Brownian motion
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- Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
- On Reflected Diffusions in Cones and Cylinders
- A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
- Diffusion limits in the quarter plane and nonsemimartingale reflected Brownian motion
- Obliquely reflecting Brownian motion in nonpolyhedral, piecewise smooth cones, with an example of application to diffusion approximation of bandwidth-sharing queues
- Hitting time of a corner for a reflected diffusion in the square
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