Reflected Brownian motion in Lipschitz domains with oblique reflection

Youngmee Kwon

Stochastic Processes and their Applications, 1994, vol. 51, issue 2, 191-205

Abstract: Let (Dn, vn) n = 1, 2, ... be smooth domains and smooth reflection vector fields on [not partial differential]Dn approximating (D, v), a Lipschitz domain in and a given reflection on [not partial differential]D which points uniformly into D. Under the condition that locally for some coordinate system, vi

Keywords: Reflected; Brownian; motion; Lipschitz; domain; Oblique; reflection (search for similar items in EconPapers)
Date: 1994
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