  We study a correlated Brownian motion in two dimensions, which is reflected,
stopped or killed in a wedge represented as the intersection of two half
spaces. First, we provide explicit density formulas, hinted by the method of
images. These explicit expressions rely on infinite oscillating sums of Bessel
functions and may demand computationally costly procedures. We propose suitable
recursive algorithms for the simulation of the laws of reflected and stopped
Brownian motion which are based on generalizations of the reflection principle
in two dimensions. We study and give bounds for the complexity of the proposed
algorithms.
