A Skorokhod-type lemma and a decomposition of reflected Brownian motion
type: Item
instance of: scholarly article
title: A Skorokhod-type lemma and a decomposition of reflected Brownian motion
zbMATH Open document ID: 0882.60036
author: K. Burdzy
author: Ellen H. Toby
published in: The Annals of Probability
publication date: 1998-02-18T00:00:00Z
review text: A construction based on a new Skorokhod-type lemma of reflected Brownian motion in a two-dimensional thorn pointing downward is presented.
reviewed by: Nijolė Kalinauskaitė
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 26A45
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 796511
zbMATH Keywords: Brownian motion
zbMATH Keywords: reflection
zbMATH Keywords: diffusion
zbMATH Keywords: Skorokhod lemma
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988280
OpenAlex ID: W2064752997
Wikidata QID: Q125055134
DOI: 10.1214/AOP/1176988280
description: scientific article; zbMATH DE number 796511