The adjoint process of reflected brownian motion in a cone

DOI10.1080/17442500108834266zbMath0986.60076OpenAlexW1991705018MaRDI QIDQ2747862

Richard Dante DeBlassie

Publication date: 18 November 2001

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500108834266

zbMATH Keywords

invariant measureadjoint processreflected Brownian motion in a cone

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17)

Cites Work

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• The adjoint process of killed reflected Brownian motion in a cone and applications
• The adjoint process of a diffusion with reflecting barrier

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