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Browsing Mathematics, Department of by Subject "Reflected Brownian motion"

Browsing Mathematics, Department of by Subject "Reflected Brownian motion"

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  • Burdzy, Krzysztof; Chen, Zhen-Qing (Springer-Verlag GmbH, 2002-08)
    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 ...
  • Burdzy, Krzysztof; Marshall, Donald E. (Springer-Verlag, 1992)
    An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a half-plane to hit a fixed boundary point.
  • Burdzy, Krzysztof; Chen, Zhen-Qing (Institute of Mathematical Statistics, 1998-05-23)
    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. ...

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