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Transactions of the American Mathematical Society

Published by the American Mathematical Society since 1900, Transactions of the American Mathematical Society is devoted to longer research articles in all areas of pure and applied mathematics.

ISSN 1088-6850 (online) ISSN 0002-9947 (print)

The 2020 MCQ for Transactions of the American Mathematical Society is 1.48.

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Brownian motion in a wedge with variable skew reflection
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by L. C. G. Rogers PDF
Trans. Amer. Math. Soc. 326 (1991), 227-236 Request permission

Abstract:

Does planar Brownian motion confined to a wedge by skew reflection on the sides approach the vertex of the wedge? This question has been answered by Varadhan and Williams in the case where the direction of reflection is constant on each of the sides, but here we address the question when the direction reflected is allowed to vary. A necessary condition, and a sufficient condition, are obtained for the vertex to be reached. The conditions are of a geometric nature, and the gap between them is quite small.
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Additional Information
  • © Copyright 1991 American Mathematical Society
  • Journal: Trans. Amer. Math. Soc. 326 (1991), 227-236
  • MSC: Primary 60J65
  • DOI: https://doi.org/10.1090/S0002-9947-1991-1008701-0
  • MathSciNet review: 1008701