Reflecting diffusions in the quadrant: Recurrence and transience

MaRDI QIDQ5943512zbMATH OpenFDO

Authors Srinivasan Balaji, S. Ramasubramanian

Publication date 27 September 2001

Published in Differential Equations and Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

asymptoticsreflecting Brownian motionreflecting diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(6)

• Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian envi\-ronments
• Diffusions with rank-based characteristics and values in the nonnegative quadrant
• Recurrence and transience of reflecting Brownian motion in the quadrant
• Recurrence, transience and bounded harmonic functions for diffusions in the plane
• Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability
• Hitting time of a corner for a reflected diffusion in the square

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