A Skorokhod-type lemma and a decomposition of reflected Brownian motion
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Publication:1897152
DOI10.1214/aop/1176988280zbMath0882.60036OpenAlexW2064752997WikidataQ125055134 ScholiaQ125055134MaRDI QIDQ1897152
Krzysztof Burdzy, Ellen H. Toby
Publication date: 18 February 1998
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988280
Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Functions of bounded variation, generalizations (26A45)
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