Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms

DOI10.1016/j.indag.2022.10.008zbMath1522.35353arXiv2206.12859OpenAlexW4307726669MaRDI QIDQ6135881

Sandro Franceschi, Guy Fayolle, Kilian Raschel

Publication date: 28 August 2023

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.12859

zbMATH Keywords

Laplace transformboundary value problemstationary distributionnon-convex coneobliquely reflected Brownian motion in a wedge

Mathematics Subject Classification ID

Brownian motion (60J65) Partial functional-differential equations (35R10) Laplace transform (44A10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) PDEs with randomness, stochastic partial differential equations (35R60) Riemann-Hilbert problems in context of PDEs (35Q15)

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