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Reflected brownian motion in a wedge: Semimartingale property - MaRDI portal

Reflected brownian motion in a wedge: Semimartingale property (Q3319506)

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English
Reflected brownian motion in a wedge: Semimartingale property
scientific article

    Statements

    title
    Reflected brownian motion in a wedge: Semimartingale property (English)
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    author
    Ruth J. Williams
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    publication date
    1985
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    zbMATH Keywords
    semimartingale
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    reflected Brownian motion
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    two-dimensional wedge
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    submartingale problem
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    Identifiers

    DOI
    10.1007/BF02450279
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    Mathematics Subject Classification ID
    60G60
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    60J65
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    60G44
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    zbMATH DE Number
    3850194
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