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Invariant Measures for Transient Reflected Brownian Motion in a Wedge: Existence and Uniqueness |
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| Authors: | Deblassie R. D. |
| Abstract: | Our main result is the existence and uniqueness of an invariant measure for reflected Brownian motion (RBM) in a wedge that is transient to ∞. We also consider this question for RBM that has been killed at the corner of the wedge. |
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