INVARIANT-MEASURES FOR TRANSIENT REFLECTED BROWNIAN-MOTION IN A WEDGE - EXISTENCE AND UNIQUENESS

[摘要] Our main result is the existence and uniqueness of an invariant measure for reflected Brownian motion (RBM) in a wedge that is transient to infinity. We also consider this question for RBM that has been killed at the comer of the wedge. (C) 1994 Academic Press, Inc.

[发布日期] 1994-02-01