A Skorohod-Type Lemma and a Decomposition of Reflected Brownian Motion
Work
Year: 1995
Type: article
Abstract: We consider two-dimensional reflected Brownian motions in sharp thorns pointed downward with horizontal vectors of reflection. We present a decomposition of the process into a Brownian motion and a pr... more
Source: The Annals of Probability
Authors Krzysztof Burdzy, Ellen H. Toby
Cites: 8
Cited by: 14
Related to: 10
FWCI:
Citation percentile (by year/subfield): 79.28
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze