On properties of Brownian reflecting flow in a wedge

Andrey Pilipenko

Institute of Mathematics of the Ukrainian Academy of Sciences, Kiev, Ukraine

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.

MSC: 60J50, 60J65

Language: English

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