Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field (Q3982158)
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scientific article; zbMATH DE number 23903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field |
scientific article; zbMATH DE number 23903 |
Statements
26 June 1992
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Brownian motion
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absorption
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diffusion
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submartingale problem
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elliptic partial differential equation
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strong Markov process
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reflection
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occupation and hitting times
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Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field (English)
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