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
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
Journal title :
Journal of Multivariate Analysis