Reflected Brownian motion with drift in a wedge

DOI10.1007/S11134-023-09893-9arXiv2204.10941MaRDI QIDQ6195493

Josh Reed, Peter Lakner, Ziran Liu

Publication date: 14 March 2024

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.10941

zbMATH Keywords

Markov propertyFeller propertysubmartingale problemabsorbed processRBM with driftreflected Brownian motion (RBM)

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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