Brownian motion in the quadrant with oblique repulsion from the sides

We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion with oblique reflection in a wedge. Actually, the same skew symmetry condition is involved when looking for a stationary distribution in product form. the terms of the product are now gamma distributions in place of exponential ones. An associate purely deterministic problem is also considered.

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Field Value
Source https://hal.science/hal-00725894
Author Lépingle, Dominique
Maintainer CCSD
Last Updated May 14, 2026, 12:42 (UTC)
Created May 14, 2026, 12:42 (UTC)
Identifier hal-00725894
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) ; Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)
creator Lépingle, Dominique
date 2013-02-13T00:00:00
harvest_object_id e5cc39d7-78e8-4820-8f96-6f54ccb963ef
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2024-07-16T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1208.6399
set_spec type:UNDEFINED