On the semimartingale representation of reflecting Brownian motion in a cusp

1993 ◽  
Vol 94 (4) ◽  
pp. 505-524 ◽  
Author(s):  
R. Dante DeBlassie ◽  
Ellen H. Toby
Keyword(s):  
Brownian Motion ◽  
Reflecting Brownian Motion ◽  
Semimartingale Representation

scholarly journals Positive recurrence of reflecting Brownian motion in three dimensions

2010 ◽  
Vol 20 (2) ◽  
pp. 753-783 ◽  
Author(s):  
Maury Bramson ◽  
J. G. Dai ◽  
J. M. Harrison
Keyword(s):  
Brownian Motion ◽  
Three Dimensions ◽  
Reflecting Brownian Motion ◽  
Positive Recurrence

scholarly journals Brownian local times

1995 ◽  
Vol 8 (3) ◽  
pp. 209-232 ◽  
Author(s):  
Lajos Takács
Keyword(s):  
Brownian Motion ◽  
Brownian Bridge ◽  
Distribution Functions ◽  
Local Times ◽  
Explicit Formulas ◽  
Brownian Excursion ◽  
Reflecting Brownian Motion ◽  
Brownian Meander

In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion.

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