Brownian motion in a wedge with variable reflection: Existence and uniqueness

• 成果类型: Article
• 署名作者: DeBlassie, RD
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 148-181
• 关键词: STOCHASTIC DIFFERENTIAL-EQUATIONS; oblique reflection; boundary-conditions; cone

摘要

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.