✦ LIBER ✦

Reflected Brownian Motion on an Orthant

✍ Scribed by J. Michael Harrison and Martin I. Reiman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An invariance principle for semimartinga

✍ R.J. Williams 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 162 KB

Brownian motion reflected on Brownian mo

✍ Krzysztof Burdzy; David Nualart 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 198 KB

Traps for reflected Brownian motion

✍ Krzysztof Burdzy; Zhen-Qing Chen; Donald E. Marshall 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 French ⚖ 298 KB

Pathwise uniqueness for perturbed versio

✍ L. Chaumont; R. A. Doney 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 177 KB

Reflected backward stochastic differenti

✍ S. Ramasubramanian 📂 Article 📅 2002 🏛 Indian Academy of Sciences 🌐 English ⚖ 150 KB

Reflected Brownian motion in the quadran

✍ J. Michael Harrison; John J. Hasenbein 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 600 KB