Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant (Q2239272): Difference between revisions

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Property / DOI: 10.1016/j.spa.2021.06.003 / rank
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Latest revision as of 15:24, 17 December 2024

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Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
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    Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant (English)
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    3 November 2021
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    escape and absorption probability
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    obliquely reflected Brownian motion in a quadrant
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    functional equation
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    Carleman boundary value problem
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    Neumann's condition
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    asymptotics
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