HITTING A BOUNDARY-POINT WITH REFLECTED BROWNIAN-MOTION

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作者
BURDZY, K
MARSHALL, D
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中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
An explicit integral test involving the reflection angle is given for the reflected Brownian motion in a half-plane to hit a fixed boundary point.
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页码:81 / 94
页数:14
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