Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant (Q2239272)
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scientific article; zbMATH DE number 7419539
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| English | Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant |
scientific article; zbMATH DE number 7419539 |
Statements
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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0.89172196
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0.8846444
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0.88433886
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0.88275206
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0.8760084
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0.8676941
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