메뉴 건너뛰기




Volumn 27, Issue 4, 1999, Pages 1679-1737

The adjoint process of killed reflected Brownian motion in a cone and applications

Author keywords

Cone; Invariant measure; Killed process; Martin boundary; Radially homogeneous reflection; Reflected Brownian motion

Indexed keywords


EID: 0033233680     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022874812     Document Type: Article
Times cited : (1)

References (20)
  • 2
    • 0001034026 scopus 로고
    • Measure invariant sur les classes récurrentes des processus de Markov
    • AZEMA, J., KAPLAN-DUFLO, M. and REVUZ, D. (1967). Measure invariant sur les classes récurrentes des processus de Markov, Z. Wahrsch. Verw. Gebieze 8 157-181.
    • (1967) Z. Wahrsch. Verw. Gebieze , vol.8 , pp. 157-181
    • Azema, J.1    Kaplan-Duflo, M.2    Revuz, D.3
  • 3
    • 0001224167 scopus 로고
    • Uniqueness for diffusions with piecewise constant coefficients
    • BASS, R. F. and PARDOUX, E. (1987). Uniqueness for diffusions with piecewise constant coefficients. Probab. Theory Related Fields 76 557-572.
    • (1987) Probab. Theory Related Fields , vol.76 , pp. 557-572
    • Bass, R.F.1    Pardoux, E.2
  • 6
    • 38149147890 scopus 로고
    • Invariant measures for transient reflected Brownian motion in a wedge: Existence and uniqueness
    • DEBLASSIE, R. D. (1994). Invariant measures for transient reflected Brownian motion in a wedge: existence and uniqueness. J. Multivariate Anal. 48 203-227.
    • (1994) J. Multivariate Anal. , vol.48 , pp. 203-227
    • Deblassie, R.D.1
  • 12
    • 84972514341 scopus 로고
    • Markov processes and Martin boundaries I
    • KUNITA, H. and WATANABE, T. (1965). Markov processes and Martin boundaries I. Illinois J. Math. 9 485-526.
    • (1965) Illinois J. Math. , vol.9 , pp. 485-526
    • Kunita, H.1    Watanabe, T.2
  • 13
    • 0009342931 scopus 로고
    • The submartingale problem for Brownian motion in a cone with non-constant oblique reflection
    • KWON, Y. (1992). The submartingale problem for Brownian motion in a cone with non-constant oblique reflection. Probab. Theory Related Fields 92 351-391.
    • (1992) Probab. Theory Related Fields , vol.92 , pp. 351-391
    • Kwon, Y.1
  • 14
    • 0009332551 scopus 로고
    • Reflected Brownian motion in a cone with radially homogeneous reflection
    • KWON, Y. and WILLIAMS, R. F. (1991). Reflected Brownian motion in a cone with radially homogeneous reflection. Trans. Amer. Math. Soc. 327 739-790.
    • (1991) Trans. Amer. Math. Soc. , vol.327 , pp. 739-790
    • Kwon, Y.1    Williams, R.F.2
  • 15
    • 84990576543 scopus 로고
    • Stochastic differential equations with reflecting boundary conditions
    • LIONS, P. L. and SZNITMAN, A. S. (1984). Stochastic differential equations with reflecting boundary conditions. Comm. Pure Appl. Math. 37 511-537.
    • (1984) Comm. Pure Appl. Math. , vol.37 , pp. 511-537
    • Lions, P.L.1    Sznitman, A.S.2
  • 16
    • 84972511495 scopus 로고
    • The adjoint process of a diffusion with reflecting barrier
    • NAGASAWA, M. (1961). The adjoint process of a diffusion with reflecting barrier. Kodai Math. Sem. Rep. 13 235-248.
    • (1961) Kodai Math. Sem. Rep. , vol.13 , pp. 235-248
    • Nagasawa, M.1
  • 18
    • 84980153169 scopus 로고
    • Diffusion processes with boundary conditions
    • STROOCK, D. W. and VARADHAN, S. R. S. (1971). Diffusion processes with boundary conditions. Comm. Pure Appl. Math. 24 147-225.
    • (1971) Comm. Pure Appl. Math. , vol.24 , pp. 147-225
    • Stroock, D.W.1    Varadhan, S.R.S.2
  • 20
    • 0001371244 scopus 로고
    • Recurrence classification and invariant measure for reflected Brownian motion in a wedge
    • WILLIAMS, R. J. (1985). Recurrence classification and invariant measure for reflected Brownian motion in a wedge. Ann. Probab. 13 758-778.
    • (1985) Ann. Probab. , vol.13 , pp. 758-778
    • Williams, R.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.