A two-dimensional oblique extension of Bessel processes
Abstract
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 an obliquely reflected Brownian motion.
- Publication:
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arXiv e-prints
- Pub Date:
- June 2015
- DOI:
- 10.48550/arXiv.1506.05591
- arXiv:
- arXiv:1506.05591
- Bibcode:
- 2015arXiv150605591L
- Keywords:
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- Mathematics - Probability
- E-Print:
- arXiv admin note: text overlap with arXiv:1208.6399