Browsing Mathematics, Department of by Subject "Reflected Brownian motion"
Now showing items 13 of 3

Coalescence of synchronous couplings
(SpringerVerlag GmbH, 200208)We consider a pair of reflected Brownian motions in a Lipschitz planar domain starting from different points but driven by the same Brownian motion. First we construct such a pair of processes in a certain weak sense, since ... 
Hitting a boundary point with reflected Brownian motion
(SpringerVerlag, 1992)An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a halfplane to hit a fixed boundary point. 
Weak convergence of reflecting Brownian motions
(Institute of Mathematical Statistics, 19980523)We will show that if a sequence of domains D [subscript] k increases to a domain D then the reflected Brownian motions in D [subscript] k's converge to the reflected Brownian motion in D, under mild technical assumptions. ...