Brownian motion in a wedge with variable skew reflection

Author:

Rogers L. C. G.

Abstract

Does planar Brownian motion confined to a wedge by skew reflection on the sides approach the vertex of the wedge? This question has been answered by Varadhan and Williams in the case where the direction of reflection is constant on each of the sides, but here we address the question when the direction reflected is allowed to vary. A necessary condition, and a sufficient condition, are obtained for the vertex to be reached. The conditions are of a geometric nature, and the gap between them is quite small.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference16 articles.

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Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Hitting a boundary point with reflected Brownian motion;Séminaire de Probabilités XXVI;1992

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