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Université d'Orléans |  |
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Université d'Orléans | |
| HAL : hal-00725894, version 1 |
| arXiv : 1208.6399 |
| Fiche détaillée |  Récupérer au format |
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| Versions disponibles : | v1 (31-08-2012) | v2 (13-02-2013) |
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| Brownian motion in the quadrant with oblique repulsion from the sides |
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| Dominique Lépingle 1 |
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| (27/08/2012) |
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| We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion with oblique reflection in a wedge. Actually, the same skew symmetry condition is involved when looking for a stationary distribution in product form. the terms of the product are now gamma distributions in place of exponential ones. |
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| 1 : | Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) |
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Université d'Orléans – CNRS : UMR7349 |
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| Domaine | : | Mathématiques/Probabilités |
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| oblique repulsion – singular stochastic differential equation – skew symmetry – product form stationary distribution |
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| hal-00725894, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00725894 | |
| oai:hal.archives-ouvertes.fr:hal-00725894 | |
| Contributeur : Dominique Lepingle | |
| Soumis le : Mardi 28 Août 2012, 10:45:25 | |
| Dernière modification le : Vendredi 31 Août 2012, 08:42:05 | |
