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In this paper we obtain criteria for a reflecting Brownian motion in the first orthant of the plane to reach an arbitrary open neighbourhood of the origin in finite time, or in finite mean time. The reflecting Brownian motion (RBM) is assumed to have a constant non-zero drift, and a constant non-singular covariance, and the directions of reflection on the two sides of are constant along each side, but not necessarily normal. We explain why the criteria we find are to be expected.
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Hobson et al. (1993) studied this question.
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