A dual skew symmetry for transient reflected Brownian motion in an orthant (Q2095030)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A dual skew symmetry for transient reflected Brownian motion in an orthant |
scientific article |
Statements
A dual skew symmetry for transient reflected Brownian motion in an orthant (English)
0 references
9 November 2022
0 references
reflected Brownian motion in an orthant
0 references
absorption probability
0 references
escape probability
0 references
dual skew symmetry
0 references
PDE with Neumann conditions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references