Analytic approach for reflected Brownian motion in the quadrant

zbMath1412.60118arXiv1605.03057MaRDI QIDQ4632479

Sandro Franceschi, I. A. Kurkova, Kilian Raschel

Publication date: 29 April 2019

Full work available at URL: https://arxiv.org/abs/1605.03057

zbMATH Keywords

Laplace transformgenerating functionboundary value problemasymptotic analysisstationary distribution(random) walks in the quarter planereflected Brownian motion in the quadrant

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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