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January 1996 Brownian motion in a wedge with variable reflection: existence and uniqueness
R. Dante DeBlassie
Ann. Probab. 24(1): 148-181 (January 1996). DOI: 10.1214/aop/1042644711

Abstract

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.

Citation

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R. Dante DeBlassie. "Brownian motion in a wedge with variable reflection: existence and uniqueness." Ann. Probab. 24 (1) 148 - 181, January 1996. https://doi.org/10.1214/aop/1042644711

Information

Published: January 1996
First available in Project Euclid: 15 January 2003

zbMATH: 0866.60067
MathSciNet: MR1387630
Digital Object Identifier: 10.1214/aop/1042644711

Subjects:
Primary: 60J60
Secondary: 60H05

Keywords: Pick functions , reflected Brownian motion , variable reflection

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 1 • January 1996
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