Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
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DOI: 10.1016/j.spa.2021.06.003
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Cited by:
- Sandro Franceschi & Irina Kourkova & Maxence Petit, 2024. "Asymptotics for the Green’s functions of a transient reflected Brownian motion in a wedge," Queueing Systems: Theory and Applications, Springer, vol. 108(3), pages 321-382, December.
- Sandro Franceschi & Kilian Raschel, 2022. "A dual skew symmetry for transient reflected Brownian motion in an orthant," Queueing Systems: Theory and Applications, Springer, vol. 102(1), pages 123-141, October.
- Harrison, J. Michael, 2022. "Reflected Brownian motion in the quarter plane: An equivalence based on time reversal," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 1189-1203.
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Keywords
Escape and absorption probability; Obliquely reflected Brownian motion in a quadrant; Functional equation; Carleman boundary value problem; Neumann’s condition; Asymptotics;All these keywords.
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