Abstract
In this paper we obtain an explicit semimartingale representation of reflected Brownian motion in a wedge with constant direction of reflection on each side of the wedge. The existence of a semimartingale representation is due to Williams (1985), but here we identify the martingale (Brownian motion, of course) and describe the behavior of the finite variation part. Our solution also verifies a conjecture of Williams (1985).
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