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Theory of Stochastic Processes, 2011, Volume 17(33), Issue 1, Pages 79–89 (Mi thsp43)  
On properties of Brownian reflecting flow in a wedge

Andrey Pilipenko

Institute of Mathematics of the Ukrainian Academy of Sciences, Kiev, Ukraine
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Abstract: Consider a planar Brownian flow in a wedge with oblique reflection on the sides. The necessary and sufficient conditions are obtained for the vertex to be reached by the flow.
Keywords: Stochastic flows, reflected Brownian motion.
Funding agency Grant number
State Fund for Fundamental Researches (Ukraine) F40.1/023
This work was partially supported by the State fund for fundamental researches of Ukraine and the Russian foundation for basic research under project F40.1/023.
Bibliographic databases:
Document Type: Article
MSC: 60J50, 60J65
Language: English
Citation: Andrey Pilipenko, “On properties of Brownian reflecting flow in a wedge”, Theory Stoch. Process., 17(33):1 (2011), 79–89
Citation in format AMSBIB
\Bibitem{Pil11}
\by Andrey Pilipenko
\paper On properties of Brownian reflecting flow in a wedge
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 1
\pages 79--89
\mathnet{http://mi.mathnet.ru/thsp43}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076879}
\zmath{https://zbmath.org/?q=an:1249.60170}
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