A Skorobod-type lemma and a decomposition of reflected Brownian motion

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A Skorobod-type lemma and a decomposition of reflected Brownian motion

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Title: A Skorobod-type lemma and a decomposition of reflected Brownian motion
Author: Burdzy, Krzysztof; Toby, Ellen H.
Abstract: We consider two-dimensional reflected Brownian motions in sharp thorns pointed downward with horizontal vectors of reflection. We present a decomposition of the process into a Brownian motion and a process which has bounded variation away from the tip of the thorn. The construction is based on a new Skorohod-type lemma.
URI: http://hdl.handle.net/1773/2183

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