On the roughness of the paths of RBM in a wedge

DOI10.1214/18-AIHP928zbMath1466.60168MaRDI QIDQ2337835

Bert Zwart, Josh Reed, Peter Lakner

Publication date: 20 November 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1569398879

zbMATH Keywords

Dirichlet process\(p\)-variationreflected Brownian motionextended Skorokhod problem

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

Related Items (5)

Probability of total domination for transient reflecting processes in a quadrant ⋮ Reflected Brownian motion with drift in a wedge ⋮ Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant ⋮ Markov selection for constrained martingale problems ⋮ Stochastic decompositions in bivariate risk and queueing models with mutual assistance

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