Brownian Motion in a Wedge with Variable Skew Reflection

DOI10.2307/2001862zbMath0748.60074OpenAlexW4254417079MaRDI QIDQ3979970

L. C. G. Rogers

Publication date: 26 June 1992

Full work available at URL: https://doi.org/10.2307/2001862

zbMATH Keywords

recurrencetransienceconformal transformationBrownian motion with skew reflection

Mathematics Subject Classification ID

Brownian motion (60J65) Boundary value problems in the complex plane (30E25) Boundary theory for Markov processes (60J50)

Related Items (4)

Brownian motion in a wedge with variable reflection: Existence and uniqueness ⋮ Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms ⋮ Reflecting Brownian Motion in a Cusp ⋮ On collisions of Brownian particles

Cites Work

• Explicit semimartingale representation of Brownian motion in a wedge
• The stationary distribution of reflected Brownian motion in a planar region
• Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions
• Recurrence classification and invariant measure for reflected Brownian motion in a wedge
• Reflected Brownian motion with skew symmetric data in a polyhedral domain
• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• Approximate behavior of tandem queues
• A multidimensional process involving local time
• A boundary property of semimartingale reflecting Brownian motions
• A Guided Tour through Excursions
• Reflected brownian motion in a wedge: Semimartingale property
• Brownian motion in a wedge with oblique reflection
• Stochastic differential equations with reflecting boundary conditions
• Unnamed Item
• Unnamed Item

This page was built for publication: Brownian Motion in a Wedge with Variable Skew Reflection