6 citations · 7 across the 4 of their papers we have counts for
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math.PR2012★ 1 cited
Brownian motion in the quadrant with oblique repulsion from the sides
Dominique Lépingle
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. Th…
math.PR2011
Brownian motion, reflection groups and Tanaka formula
Nizar Demni, Dominique Lépingle
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls…
math.PR2009★ 6 cited
Boundary behavior of a constrained Brownian motion between reflecting-repellent walls
Dominique Lépingle
Stochastic variational inequalities provide a unified treatment for stochastic differential equations living in a closed domain with normal reflection and (or) singular repellent d…