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Reflected Brownian Motion on an Orthant
Home
Publications
Reflected Brownian Motion on an Orthant
Reflected Brownian Motion on an Orthant
JH
J. Michael Harrison
J. Michael Harrison
MR
Martin I. Reiman
Martin I. Reiman
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1 April 1981
journal article
Published by
Institute of Mathematical Statistics
in
The Annals of Probability
Vol. 9
(2)
,
302-308
https://doi.org/10.1214/aop/1176994471
Abstract
No abstract available
Keywords
STATE SPACE
REFLECTED BROWNIAN MOTION
DIFFUSION PROCESS
BROWNIAN MOTION
SEMIMARTINGALE
1 DIMENSIONAL
COVARIANCE MATRIX
MARKOV PROCESSES
MARKOV PROCESS
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