Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
β Scribed by L. Chaumont; R. A. Doney
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 177 KB
- Volume
- 113
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
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.
We consider the challenging problem of Chavel's conjecture on the domain monotonicity of the fundamental solution of the Neumann problem. It says that if \(D \subset \tilde{D}\) are open convex domains and if \(p_{t}(x, y)\) and \(\tilde{p}_{t}(x, y)\) denote the corresponding parabolic heat kernels