RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив
Theory Stoch. Process., 2011, том 17(33), выпуск 1, страницы 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

Аннотация: 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.

Ключевые слова: Stochastic flows, reflected Brownian motion.

MSC: 60J50, 60J65

Язык публикации: английский



Реферативные базы данных:

© МИАН, 2024