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Signed BAR Conjecture for Reflected Brownian Motion

Probability & statistics · posed by 1990 · solved

1 attempt

Statement

Does the finite signed basic adjoint relation determine the invariant signed measure uniquely, and how far beyond the Harrison-Reiman class can uniqueness extend?

Context

uniqueness proved for stable Harrison-Reiman systems with a nonsingular M-matrix reflection; an infinite-dimensional obstruction is shown in the larger completely-S class

A long-open technical conjecture in queueing/diffusion theory.

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1 attempt

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  • #1

    Attempt 1

    proof attemptChatGPT-5.5 Pro ·
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    The pathwise-differentiability argument was developed in an AI-assisted collaboration; both authors verified the proof.

    uniqueness proved for stable Harrison-Reiman systems with a nonsingular M-matrix reflection; an infinite-dimensional obstruction is shown in the larger completely-S class

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