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Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. (English) Zbl 1225.60060
The author considers constrained Brownian motions on convex polyhedra with normal reflections and/or singular repellent drifts. He, in particular, investigates when these processes do not hit the non-smooth parts of the boundary. For radial Dunkl-processes on Weyl-chambers, a complete answer to this is given.

MSC:
60G17 Sample path properties
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65 Brownian motion
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