• Title of article

    Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness

  • Author/Authors

    Deblassie، نويسنده , , R.D.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1994
  • Pages
    25
  • From page
    203
  • To page
    227
  • Abstract
    Our main result is the existence and uniqueness of an invariant measure for reflected Brownian motion (RBM) in a wedge that is transient to ∞. We also consider this question for RBM that has been killed at the corner of the wedge.
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1994
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557121

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557121