Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary (Q2075337)
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scientific article
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| English | Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary |
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Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary (English)
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14 February 2022
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exact asymptotics
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Green's function
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Laplace transform
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Martin boundary
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obliquely reflected Brownian motion in a half-plane
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occupancy density
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saddle-point method
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stationary distribution
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0.7456594109535217
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0.722843587398529
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0.7166043519973755
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