Brownian motion in a closed convex polygon with normal reflection

DOI10.5186/aasfm.1992.1724zbMath0765.60080OpenAlexW2312272929MaRDI QIDQ4024931

Lester L. Helms

Publication date: 16 February 1993

Published in: Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1992.1724

zbMATH Keywords

Brownian motionpolygonnonstandard analysisLaplacianFeller semigroupnormal reflection

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Transition functions, generators and resolvents (60J35)

Related Items (1)

The problem of optimal smoothing for convex functions

This page was built for publication: Brownian motion in a closed convex polygon with normal reflection