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Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls

✍ Scribed by Yang, Juan; Zhang, Tusheng

Book ID
115439822
Publisher
Springer US
Year
2012
Tongue
English
Weight
527 KB
Volume
27
Category
Article
ISSN
0894-9840

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πŸ“œ SIMILAR VOLUMES

Invariant Measures for Transient Reflect
Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness
✍ R.D. Deblassie πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 603 KB

Our main result is the existence and uniqueness of an invariant measure for reflected Brownian motion (RBM) in a wedge that is transient to \(\infty\). We also consider this question for RBM that has been killed at the corner of the wedge. r. 1994 Academic Press, Inc.