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- W1657777386 abstract "Stochastic variational inequalities provide a unified treatment for stochastic differential equations living in a closed domain with normal reflection and (or) singular repellent drift. When the domain is a polyhedron, we prove that the reflected-repelled Brownian motion does not hit the non-smooth part of the boundary. A sufficient condition for non-hitting a face of the polyhedron is derived from the one-dimensional case. A complete answer to the question of attainability of the walls of the Weyl chamber may be given for a radial Dunkl process." @default.
- W1657777386 created "2016-06-24" @default.
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- W1657777386 date "2010-01-01" @default.
- W1657777386 modified "2023-09-28" @default.
- W1657777386 title "Boundary behavior of a constrained Brownian motion between reflecting-repellent walls" @default.
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