Reflected Brownian motion with negative drift
= Reflected Brownian motion with negative drift
{title2=$R(t)=\Gamma(\sigma B(t)-dt),\quad d>0$}
Apply the <Skorokhod reflection map on the half-line> to <Brownian motion> with negative constant <drift> and positive variance parameter $\sigma^2$. The result is kept nonnegative by a regulator acting only at zero. It has a <stationary distribution>, unlike zero-drift reflection on the whole half-line.