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math.PR2022
Reflected Brownian Motion with Drift in a Wedge
Peter Lakner, Ziran Liu, Josh Reed
We study reflecting Brownian motion with drift constrained to a wedge in the plane. Our first set of results provide necessary and sufficient conditions for existence and uniquenes…
math.PR2016
A Dirichlet Process Characterization of RBM in a Wedge
Peter Lakner, Josh Reed, Bert Zwart
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi}…