Reflected Brownian motion in Lipschitz domains with oblique reflection

DOI10.1016/0304-4149(94)90041-8zbMath0803.60080OpenAlexW2054555457MaRDI QIDQ1336968

Youngmee Kwon

Publication date: 26 October 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90041-8

zbMATH Keywords

Lipschitz constantLipschitz domainoblique reflectionreflected Brownian motionstrong Markov processsmooth reflection vector fields

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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• The construction of Brownian motion on the Sierpinski carpet
• Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
• The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
• Stochastic differential equations with reflecting boundary conditions
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• Diffusion processes with boundary conditions

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