Hitting a boundary point with reflected Brownian motion
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Date
Authors
Burdzy, Krzysztof
Marshall, Donald E.
Journal Title
Journal ISSN
Volume Title
Publisher
Springer-Verlag
Abstract
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.
Description
Citation
Burdzy, K. & D. Marshall. (1992). Hitting a boundary point with reflected Brownian motion. In Seminaire de Probabilites XXXVI, Ed. by J. Azema, P.A. Meyer, M. Yor, 81-94.