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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 3, Pages 557–563
(Mi tvp2668)
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Short Communications
On conditional brownian motions with oblique reflection, which correspond to inaccessible singular points
A. L. Rozental' Moscow
Abstract:
Let D be a two-dimensional domain bounded by a smooth contour L, v(z) be a vector field at points of L directed inward D, Δ be a finite set of discontinuity points of v(z) and X be a Brownian motion in D with reflection away from L∖Δ in the direction of v(z). We construct subprocesses of X corresponding to inaccessible points of Δ and investigate the behaviour of their trajectories. This construction enables us to investigate the boundary value problem:
∂2h∂x2+∂2h∂y2=0,∂h∂v|L∖Δ=0
and prove that each non-negative solution of this problem may be uniquely represented in the form (∗).
Received: 29.10.1970
Citation:
A. L. Rozental', “On conditional brownian motions with oblique reflection, which correspond to inaccessible singular points”, Teor. Veroyatnost. i Primenen., 17:3 (1972), 557–563; Theory Probab. Appl., 17:3 (1973), 528–535
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https://www.mathnet.ru/eng/tvp2668 https://www.mathnet.ru/eng/tvp/v17/i3/p557
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Abstract page: | 178 | Full-text PDF : | 74 |
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