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Skorohod-reflection of Brownian Paths and BES^3

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Publication:3539596
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zbMath1174.60041arXiv0711.0631MaRDI QIDQ3539596

Bálint Vető, Bálint Tóth

Publication date: 19 November 2008

Full work available at URL: https://arxiv.org/abs/0711.0631


zbMATH Keywords

reflected Brownian motions3-dimensional Bessel processSkorohod-reflection


Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)








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