AbstractConsider 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
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In par...
Le mouvement Brownien réfléchi de manière oblique dans le quadrant, introduit par Harrison, Reiman, ...
International audienceWe study the survival probability and the first-passage time distribution for ...
AbstractConsider a generic triangle in the upper half of the complex plane with one side on the real...
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space...
32 pages, 39 ref.International audienceWe study the stationary reflected Brownian motion in a non-co...
We study the random metric space called the Brownian plane, which is closely related to the Brownian...
We study the stationary reflected Brownian motion in a non-convex wedge, which, compared to its conv...
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a ...
We consider the classical problem of determining the stationary distribution of the semimartingale r...
AbstractOur main result is the existence and uniqueness of an invariant measure for reflected Browni...
Extended abstract of the papers arXiv:1602.03054 and arXiv:1604.02918, published in Proceedings of t...
Suppose given a smooth, compact planar region S and a smooth inward pointing vector field on ∂S. It ...
In 1977 D. G. Kendall considered diffusions of shape induced by independent Brownian motions in Eucl...
We construct a family of SDEs with smooth coefficients whose solutions select a reflected Brownian f...
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In par...
Le mouvement Brownien réfléchi de manière oblique dans le quadrant, introduit par Harrison, Reiman, ...
International audienceWe study the survival probability and the first-passage time distribution for ...
AbstractConsider a generic triangle in the upper half of the complex plane with one side on the real...
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space...
32 pages, 39 ref.International audienceWe study the stationary reflected Brownian motion in a non-co...
We study the random metric space called the Brownian plane, which is closely related to the Brownian...
We study the stationary reflected Brownian motion in a non-convex wedge, which, compared to its conv...
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a ...
We consider the classical problem of determining the stationary distribution of the semimartingale r...
AbstractOur main result is the existence and uniqueness of an invariant measure for reflected Browni...
Extended abstract of the papers arXiv:1602.03054 and arXiv:1604.02918, published in Proceedings of t...
Suppose given a smooth, compact planar region S and a smooth inward pointing vector field on ∂S. It ...
In 1977 D. G. Kendall considered diffusions of shape induced by independent Brownian motions in Eucl...
We construct a family of SDEs with smooth coefficients whose solutions select a reflected Brownian f...
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In par...
Le mouvement Brownien réfléchi de manière oblique dans le quadrant, introduit par Harrison, Reiman, ...
International audienceWe study the survival probability and the first-passage time distribution for ...