A dual skew symmetry for transient reflected Brownian motion in an orthant (Q2095030)
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scientific article; zbMATH DE number 7613928
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| English | A dual skew symmetry for transient reflected Brownian motion in an orthant |
scientific article; zbMATH DE number 7613928 |
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A dual skew symmetry for transient reflected Brownian motion in an orthant (English)
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9 November 2022
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reflected Brownian motion in an orthant
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absorption probability
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escape probability
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dual skew symmetry
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PDE with Neumann conditions
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0.8194302916526794
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0.800593376159668
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0.7802797555923462
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0.7673591375350952
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