{
  "id": "1208.6399",
  "version": "v2",
  "published": "2012-08-31T06:42:01.000Z",
  "updated": "2013-02-13T14:02:12.000Z",
  "title": "Brownian motion in the quadrant with oblique repulsion from the sides",
  "authors": [
    "Dominique Lépingle"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-02-13T14:02:12.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "brownian motion",
      "oblique repulsion",
      "associate purely deterministic problem",
      "skew symmetry condition",
      "strong existence"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1208.6399L"
    }
  }
}