The Semimartingale Structure of Reflecting Brownian Motion
type: Item
instance of: scholarly article
zbMATH Open document ID: 0694.60075
DOI: 10.2307/2047960
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J35
Mathematics Subject Classification ID: 60J50
zbMATH DE Number: 4137145
zbMATH Keywords: reflecting Brownian motion
zbMATH Keywords: Sobolev space
zbMATH Keywords: additive functional
zbMATH Keywords: surface measure
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/2047960
OpenAlex ID: W4235634666
title: The Semimartingale Structure of Reflecting Brownian Motion
cites work: Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
cites work: A construction of reflecting barrier Brownian motions for bounded domains
cites work: Q3855442
cites work: Stochastic differential equations with reflecting boundary conditions
cites work: Stochastic differential equations with reflecting boundary condition in convex regions
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description: scientific article