A Skorohod-type Lemma and a Decomposition of Reflected Brownian Motion Krzysztof Burdzy
نویسنده
چکیده
We consider 2-dimensional reflected Brownian motions in sharp thorns pointed downward with horizontal vectors of reflection. We present a decomposition of the process into a Brownian motion and a process which has bounded variation away from the tip of the thorn. The construction is based on a new Skorohod-type lemma.
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