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Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness

✍ Scribed by R.D. Deblassie

Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 603 KB
Volume: 48
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1994.1003

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✦ Synopsis

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.