Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant (Q2239272)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant |
scientific article |
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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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