Spinning Brownian motion

Resultado de la investigación: Contribución a una revistaArtículo


We prove strong existence and uniqueness for a reflection process X in a smooth, bounded domain D that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter S, which only changes when X is on the boundary of D according to a physical rule. The process (X,S) is a degenerate diffusion. We show uniqueness of the stationary distribution by using techniques based on excursions of X from ∂D, and an associated exit system. We also show that the process admits a submartingale formulation and use related results to show examples of the stationary distribution.

Idioma originalInglés
Páginas (desde-hasta)4178-4203
Número de páginas26
PublicaciónStochastic Processes and their Applications
EstadoPublicada - 1 nov 2015

    Huella digital

Áreas temáticas de ASJC Scopus

  • Estadística y probabilidad
  • Modelización y simulación
  • Matemáticas aplicadas

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