Brownian motion in a wedge with variable reflection: existence and uniqueness
DeBlassie, R. Dante
Ann. Probab., Tome 24 (1996) no. 2, p. 148-181 / Harvested from Project Euclid
Existence and uniqueness in law of reflecting Brownian motion in a wedge is proved. The direction of reflection along the sides of the wedge varies in a reasonable fashion, except perhaps at the corner.
Publié le : 1996-01-14
Classification:  Reflected Brownian motion,  variable reflection,  Pick functions,  60J60,  60H05
@article{1042644711,
     author = {DeBlassie, R. Dante},
     title = {Brownian motion in a wedge with variable reflection: existence
			 and uniqueness},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 148-181},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1042644711}
}
DeBlassie, R. Dante. Brownian motion in a wedge with variable reflection: existence
			 and uniqueness. Ann. Probab., Tome 24 (1996) no. 2, pp.  148-181. http://gdmltest.u-ga.fr/item/1042644711/