The adjoint process of killed reflected Brownian motion in a cone and applications

DOI10.1214/aop/1022874812zbMath0965.60069OpenAlexW2136426541MaRDI QIDQ1577733

Richard Dante DeBlassie

Publication date: 2 August 2001

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022874812

zbMATH Keywords

coneMartin boundaryinvariant measurereflected Brownian motionkilled processradially homogeneous reflection

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items (1)

The adjoint process of reflected brownian motion in a cone

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Recurrence classification and invariant measure for reflected Brownian motion in a wedge
• The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
• Invariant measures for transient reflected Brownian motion in a wedge: Existence and uniqueness
• Uniqueness for diffusions with piecewise constant coefficients
• Markov processes and Martin boundaries. I
• The adjoint process of a diffusion with reflecting barrier
• Stochastic differential equations with reflecting boundary conditions
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• Escape rates for transient reflected brownian motion in wedges and cones
• [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
• Diffusion processes with boundary conditions

This page was built for publication: The adjoint process of killed reflected Brownian motion in a cone and applications