Title of article :
Reflected Brownian motion in generic triangles and wedges
Author/Authors :
Kager، نويسنده , , Wouter، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
11
From page :
539
To page :
549
Abstract :
Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected instantaneously on the left and right sides with constant reflection angles. Starting from the top of the triangle, it is evident from the construction that the reflected Brownian motion lands with the uniform distribution on the base. This raises some questions on the possible distributions of hulls generated by local processes.
Keywords :
Locality property , Reflected Brownian motion
Journal title :
Stochastic Processes and their Applications
Serial Year :
2007
Journal title :
Stochastic Processes and their Applications
Record number :
1577876
Link To Document :
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