Hitting a boundary point with reflected Brownian motion

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dc.contributor.authorBurdzy, Krzysztof
dc.contributor.authorMarshall, Donald E.
dc.date.accessioned2005-12-09T19:01:40Z
dc.date.available2005-12-09T19:01:40Z
dc.date.issued1992
dc.description.abstractAn explicit integral test involving the reflection angle is given for the reflected Brownian motion in a half-plane to hit a fixed boundary point.en
dc.description.sponsorshipResearch supported in part by NSF grants DMS-8901255 and DMS-8806175.en
dc.format.extent189234 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citationBurdzy, 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.en
dc.identifier.urihttp://hdl.handle.net/1773/2250
dc.language.isoen_US
dc.publisherSpringer-Verlagen
dc.subjectReflected Brownian motionen
dc.subjectfixed boundary pointen
dc.titleHitting a boundary point with reflected Brownian motionen
dc.typeBook chapteren

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