NONCOALESCENCE OF BROWNIAN MOTION REFLECTING ON A SPHERE*

DOI10.1081/SAP-100002101zbMath0990.60082MaRDI QIDQ2746385

Shey Shiung Sheu

Publication date: 11 August 2002

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

zbMATH Keywords

Brownian motionreflected Brownian motionboundary local time

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary conditions

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