Brownian motion in a wedge with variable skew reflection推荐.pdfVIP

transactions of the american mathematical society Volume 326, Number 1, July 1991 BROWNIAN MOTION IN A WEDGE WITH VARIABLE SKEW REFLECTION L. C. G ROGERS Abstract. Does planar Brownian motion confined to a wedge by skew reflec- tion on the sides approach the vertex of the wedge? This question has been answered by Varadhan and Williams in the case where the direction of reflec- tion is constant on each of the sides, but here we address the question when the direction reflected is allowed to vary. A necessary condition, and a sufficient condition, are obtained for the vertex to be reached. The conditions are of a geometric nature, and the gap between them is quite small. 1. Introduction There has been a lot of recent interest in the behaviour of Brownian motion in some domain D c C with skew-reflection on the boundary—see [DeB, HLS, LeG, TW, VW, W85a, W85b] and, for multi-dimensional generalizations, [LS, SV, W87, ReW]. In [VW], the domain D is taken to be a wedge D = {ree ;06 a,r0} and the direction of reflection is assumed to be constant on each of the edges of the wedge. A number of very natural questions arise about this process, one of which is Will the process approach 0? This question, and the much more difficult one, Is it possible to extend th