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NONCOALESCENCE OF BROWNIAN MOTION REFLECTING ON A SPHERE*

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Publication:2746385
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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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