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

      Burdzy, Krzysztof; Toby, Ellen H. (Institute of Mathematical Statistics, 1995-04)
      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 ...