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A Dirichlet Process Characterization of RBM in a Wedge

Tuesday, May 15, 2018 - 2:00pm - 2:30pm
Lind 305
Joshua Reed (New York University)
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process $Z$ whose state space in $\mathbb{R}^2$ is given in polar coordinates by $S=\{(r,\theta): r \geq 0, 0 \leq \theta \leq \xi\}$ for some $0 \alpha $, the strong $p$-variation of the sample paths of $Y$ is finite on compact intervals, and, for $0