Reflected Brownian Motion on an Orthant

Harrison, J. M., & Reiman, M. I. (1981). Reflected Brownian Motion on an Orthant. Annals of Probability, 9(2), 302-308.

Type

Journal article

Intellectual base

Primary research

Year

1981

Volume

9

Issue

2

Pages

302-308

DOI

10.1214/aop/1176994471

DOI registrant

Institute of Mathematical Statistics

Link

https://projecteuclid.org/journals/annals-of-probability/volume-9/issue-2/Reflected-Brownian-Motion-on-an-Orthant/10.1214/aop/1176994471.full

Cited by

1 citation across 1 artifact.

Domain-specific

• Local Time (Mathematics)
  • It provides application context, not a third positive instance of the same one-level formula.

Verification

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