On properties of Brownian reflecting flow in a wedge
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 79-89
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Consider a planar Brownian flow in a wedge with oblique reflection on the sides. The necessary and sufficient conditions are obtained for the vertex to be reached by the flow.
Keywords:
Stochastic flows, reflected Brownian motion.
@article{THSP_2011_17_1_a8,
author = {Andrey Pilipenko},
title = {On properties of {Brownian} reflecting flow in a wedge},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {79--89},
publisher = {mathdoc},
volume = {17},
number = {1},
year = {2011},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a8/}
}
Andrey Pilipenko. On properties of Brownian reflecting flow in a wedge. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 79-89. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a8/