English

Spinning Brownian motion

Probability 2015-06-10 v4

Abstract

We prove strong existence and uniqueness for a reflection process XX in a smooth, bounded domain DD that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter SS, which only changes when XX is on the boundary of DD according to a physical rule. The process (X,S)(X,S) is a degenerate diffusion. We show uniqueness of the stationary distribution by using techniques based on excursions of XX from D\partial D, and an associated exit system. We also show that the process admits a submartingale formulation and use related results to show examples of the stationary distribution.

Keywords

Cite

@article{arxiv.1209.0440,
  title  = {Spinning Brownian motion},
  author = {Mauricio A. Duarte},
  journal= {arXiv preprint arXiv:1209.0440},
  year   = {2015}
}

Comments

To appear in Stochastic Processes and Applications. arXiv admin note: text overlap with arXiv:0804.2029 by other authors

R2 v1 2026-06-21T21:59:07.625Z