Reflected Brownian motion in a wedge: sum-of-exponential stationary densities

DOI10.1214/ECP.v14-1437zbMath1190.60077arXiv0712.0844MaRDI QIDQ1038931

J. Blot

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0844

zbMATH Keywords

stationary distributionreflection principlereflected Brownian motion with drift

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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