Brownian Motion With Polar Drift

DOI10.2307/2000178zbMath0573.60072OpenAlexW4233643846MaRDI QIDQ3690817

Ruth J. Williams

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2000178

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Second-order elliptic equations (35J15)

Related Items (5)

Reflected Brownian motion with skew symmetric data in a polyhedral domain ⋮ The Dirichlet Problem for Radially Homogeneous Elliptic Operators ⋮ Stochastic equations with time-dependent singular drift ⋮ Sharp solvability for singular SDEs ⋮ Uniqueness for diffusions with piecewise constant coefficients

Cites Work

• Recurrence classification and invariant measure for reflected Brownian motion in a wedge
• Estimates of harmonic measure
• Diffusion processes and their sample paths.
• Bifurcation, perturbation of simple eigenvalues, and linearized stability
• Brownian motion in a wedge with oblique reflection
• [https://portal.mardi4nfdi.de/wiki/Publication:5186510 Addendum to ?it� excursion theory via resolvents?]
• Diffusion processes with continuous coefficients, I
• Diffusion processes with boundary conditions
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