Spinning Brownian motion

dc.contributor.author	Duarte, Mauricio A.
dc.date.accessioned	2023-02-16T14:53:42Z
dc.date.available	2023-02-16T14:53:42Z
dc.date.issued	2015-11
dc.description	Indexación: Scopus	es
dc.description.abstract	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.	es
dc.description.uri	https://www-sciencedirect-com.recursosbiblioteca.unab.cl/science/article/pii/S0304414915001441?via%3Dihub
dc.identifier.doi	10.1016/j.spa.2015.06.005
dc.identifier.issn	0304-4149
dc.identifier.uri	https://repositorio.unab.cl/xmlui/handle/ria/46929
dc.language.iso	en	es
dc.publisher	Elsevier	es
dc.rights.license	Atribución 4.0 Internacional (CC BY 4.0)
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/deed.es
dc.subject	Queue	es
dc.subject	Functional Law of the Iterated Logarithm	es
dc.subject	Queue Length	es
dc.title	Spinning Brownian motion	es
dc.type	Artículo	es

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Nombre:: 1-s2.0-S0304414915001441-main.pdf
Tamaño:: 330.93 KB
Formato:: Adobe Portable Document Format
Descripción:: Stochastic Processes and their Applications Volume 125, Issue 11, Pages 4178 - 42031 November 2015

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