论文标题
反映布朗尼运动，漂流在楔子中
Reflected Brownian Motion with Drift in a Wedge
论文作者
论文摘要
我们研究反映布朗尼运动，漂移限制在平面上的楔形物上。我们的第一组结果提供了对相应的悬崖问题的存在和唯一性的必要条件，并证明其解决方案具有Markov和Feller属性。接下来，我们研究楔子顶点吸收的问题的版本。在这种情况下，我们提供了解决问题解决方案的存在和独特性的条件，以及有关到达顶点的可能性的一些结果。
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 uniqueness of a solution to the corresponding submartingale problem with drift, and show that its solution possesses the Markov and Feller properties. Next, we study a version of the problem with absorption at the vertex of the wedge. In this case, we provide a condition for existence and uniqueness of a solution to the problem and some results on the probability of the vertex being reached.
