Concepedia

Reflected Brownian Motion

Reflected Brownian Motion is a continuous-time stochastic process that belongs to the class of diffusion processes and is distinguished by its confinement to a bounded or semi-bounded domain through reflection at the boundaries, typically modeled by the addition of a local time term to a standard Brownian motion.

241

Publications

10.8K

Citations

265

Authors

188

Institutions

Publications per year

2017–2026

26

Variants

Reflected Brownian Motions

Parents

Publications

241

NMR survey of reflected Brownian motion

Denis S. Grebenkov · Reviews of Modern Physics · 2007 · 409 citations

, , +17

Reflected Brownian Motion on an Orthant

J. Michael Harrison, Martin I. Reiman · The Annals of Probability · 1981 · 406 citations · Full text

, , +14

Quantum-noise reduction using a cavity with a movable mirror

Claude Fabre, M. Pinard, S. Bourzeix et al. · Physical Review A · 1994 · 344 citations

, , +15

Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions

J. Michael Harrison, Ruth Williams · The Annals of Probability · 1987 · 254 citations · Full text

, , +10

Brownian motion in a wedge with oblique reflection

S. R. S. Varadhan, Ruth Williams · Communications on Pure and Applied Mathematics · 1985 · 219 citations

, , +13

1–5 of 241

Authors

265

  1. RW
    Ruth Williams

    University of California San Diego, United States

    13 publications · 1.3K citations

    13

    h-index

  2. KB
    Krzysztof Burdzy

    University of Washington, United States

    9 publications · 265 citations

    9

    h-index

  3. ZC
    Zhen-Qing Chen

    University of Washington, United States

    9 publications · 273 citations

    9

    h-index

  4. JM
    J. Michael Harrison

    Stanford University, United States

    9 publications · 1.1K citations

    9

    h-index

  5. MI
    Martin I. Reiman

    AT&T (United States), United States

    8 publications · 897 citations

    8

    h-index

1–5 of 265

Institutions

188

  1. AT&T (United States)

    Bedminster, United States

    10 h-index

    14 publications

    762 citations

  2. Sorbonne Université

    Paris, France

    10 h-index

    19 publications

    2.5K citations

  3. University of Washington

    Seattle, United States

    10 h-index

    18 publications

    582 citations

  4. University of Manchester

    Manchester, United Kingdom

    9 h-index

    10 publications

    353 citations

  5. University of California San Diego

    San Diego, United States

    9 h-index

    12 publications

    797 citations

  6. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    8 h-index

    9 publications

    305 citations

  7. Université Paris-Sud

    Orsay, France

    7 h-index

    10 publications

    751 citations

  8. Stanford University

    Stanford, United States

    7 h-index

    9 publications

    449 citations

1–8 of 188

Venues

  1. The Annals of Probability

    16 publications · 1.6K citations

    14

    h-index

  2. The Annals of Applied Probability

    15 publications · 1K citations

    14

    h-index

  3. Probability Theory and Related Fields

    15 publications · 791 citations

    13

    h-index

  4. Journal of Applied Probability

    JAP · 10 publications · 269 citations

    10

    h-index

  5. Stochastic Processes and their Applications

    10 publications · 228 citations

    10

    h-index

1–5