Explicit semimartingale representation of Brownian motion in a wedge
\textit{R. J. Williams} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 161-176 (1985; Zbl 0535.60042)] showed that the reflected Brownian motion in a wedge with constant direction of reflection is a semimartingale. The author identifies the martingale part as the Brownian motion. He then describes the behaviour of the finite variation part and in doing so he verifies in the affirmative a conjecture of Williams.
scientific article; zbMATH DE number 4137146
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