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Measuring the Initial Transient: Reflected Brownian Motion
Measuring Initial Transient Reflected Brownian Motion
2015/7/6
We analyze the convergence to equilibrium of one-dimensional re flected Brownian motion (RBM) and compute a number of related initial transient formulae. These formulae are of interest as approximatio...
The reflected Brownian motion on the Sierpiński gasket
The reflected Brownian motion the Sierpiński gasket
2009/9/22
The paper identifies the Dirichlet form of the "path- '
wise-defined" reflected Brownian motion on the Sierpiriski gasket with
the Dirichlet form on the Sierpiliski gasket introduced by Fukushima
a...
Sojourn time of some reflected Brownian motion in the unit disk
reflected Brownian motion boundary value problems fractional linear transformation
2009/9/22
We study the heat diffusion in a domain with an obstacle
inside. More precisely, we are interested in the quantity of heat
in so far as a function of the position of the heat source at time 0. This
...
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
wedge sum-of-exponential
2009/4/22
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relyin...