کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156394 958827 2007 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Reflected Brownian motion in generic triangles and wedges
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Reflected Brownian motion in generic triangles and wedges
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 5, May 2007, Pages 539–549
نویسندگان
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