Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness

R. D. Deblassie

Journal of Multivariate Analysis, 1994, vol. 48, issue 2, 203-227

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 [infinity]. We also consider this question for RBM that has been killed at the corner of the wedge.

Date: 1994
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