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Reflected brownian motion in a wedge: Semimartingale property

โœ Scribed by R. J. Williams

Publisher
Springer
Year
1985
Tongue
English
Weight
721 KB
Volume
69
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES

Invariant Measures for Transient Reflect
Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness
โœ R.D. Deblassie ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.