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S Apr 27, 2019 at 18:46 history suggested Blade CC BY-SA 4.0
grammer correction
Apr 27, 2019 at 17:32 review Suggested edits
S Apr 27, 2019 at 18:46
Sep 3, 2016 at 20:12 vote accept sharpe
Sep 3, 2016 at 7:35 vote accept sharpe
Sep 3, 2016 at 7:41
Sep 2, 2016 at 19:39 answer added Nawaf Bou-Rabee timeline score: 2
Sep 2, 2016 at 14:10 history edited sharpe CC BY-SA 3.0
added 661 characters in body
Sep 2, 2016 at 14:08 comment added Nawaf Bou-Rabee Unfortunately, that addendum doesn't address my concern. Unless I am missing something, your question about RBM is essentially 1D and should be stated as such.
Sep 2, 2016 at 14:06 comment added sharpe For the moment, I tried to clarify my question.
Sep 2, 2016 at 14:03 history edited sharpe CC BY-SA 3.0
added 661 characters in body
Sep 2, 2016 at 12:32 comment added Nawaf Bou-Rabee In the Neumann case, the components of the RBM are completely decoupled. Therefore, I do not understand the point of the second component. Please clarify.
Sep 2, 2016 at 10:33 comment added user83457 Is this process independent 1 d processes reflected at an upper & lower boundary?
Sep 2, 2016 at 7:27 history edited sharpe CC BY-SA 3.0
added 89 characters in body
Sep 2, 2016 at 7:14 comment added sharpe Thank you for pointing it out. $X_t$ is a Brownian motion in $D$ with normal reflection at the boundary.
Sep 1, 2016 at 18:55 comment added Nawaf Bou-Rabee Can you please specify the reflection (or constraint) directions? Otherwise your description of the reflecting Brownian motion is a bit incomplete.
Sep 1, 2016 at 18:43 history asked sharpe CC BY-SA 3.0