Some Potential Theory for Reflecting Brownian Motion in Holder and Lipschitz Domains
Work
Year: 1991
Type: article
Abstract: Bounds are found on the transition densities and Green functions for Brownian motion with normal reflection in Holder and Lipschitz domains. For Lipschitz domains, reflecting Brownian motion and bound... more
Source: The Annals of Probability
Authors Richard F. Bass, Pei Hsu
Cites: 13
Cited by: 157
Related to: 10
FWCI: 9.061
Citation percentile (by year/subfield): 97.53
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze