Examinando por Autor "Duarte, Mauricio A."
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Ítem Spinning Brownian motion(Elsevier, 2015-11) Duarte, Mauricio A.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. © 2015 Elsevier B.V. All rights reserved.