×

zbMATH — the first resource for mathematics

A two-dimensional oblique extension of Bessel processes. (English) Zbl 1379.60060
Summary: We consider a Brownian motion forced to stay in the quadrant by an electrostatic oblique repulsion from the sides. We tackle the question of hitting the corner or an edge, and find product-form stationary measures under a certain condition, which is reminiscent of the skew-symmetry condition for a reflected Brownian motion.

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
PDF BibTeX XML Cite