Browsing EPrint Collection - Mathematics by Subject "Reflected Brownian motion"
Now showing items 1-3 of 3
(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 ...
(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.
(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. ...