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Browsing EPrint Collection - Mathematics by Subject "Skorohod Lemma"

Browsing EPrint Collection - Mathematics by Subject "Skorohod Lemma"

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  • 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 ...

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