Abstract
We consider two-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.
Citation
Krzysztof Burdzy. Ellen Toby. "A Skorohod-Type Lemma and a Decomposition of Reflected Brownian Motion." Ann. Probab. 23 (2) 586 - 604, April, 1995. https://doi.org/10.1214/aop/1176988280
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