Brownian motion in a wedge with variable reflection: Existence and uniqueness

DOI10.1214/aop/1042644711zbMath0866.60067OpenAlexW2097050606MaRDI QIDQ1922071

Richard Dante DeBlassie

Publication date: 7 November 1996

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

Full work available at URL: https://doi.org/10.1214/aop/1042644711

zbMATH Keywords

reflected Brownian motionPick functionsconformal invariance property of Brownian motionvariable reflection

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05)

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