Product-form invariant measures for Brownian motion with drift satisfying a skew-symmetry type condition

zbMath1295.60094arXiv1201.5586MaRDI QIDQ5495114

Janosch Ortmann, Neil O'Connell

Publication date: 31 July 2014

Full work available at URL: https://arxiv.org/abs/1201.5586

zbMATH Keywords

reflected Brownian motionrandom polymers

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (5)

Interacting particle systems at the edge of multilevel Dyson Brownian motions ⋮ Exponential ergodicity and convergence for generalized reflected Brownian motion ⋮ Penalty method for obliquely reflected diffusions ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge ⋮ A dual skew symmetry for transient reflected Brownian motion in an orthant

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