Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522)
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English | Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution |
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Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (English)
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23 October 2017
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reflected Brownian motion
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Lyapunov function
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tail estimate
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generator
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convex polyhedron
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polyhedral cone
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competing Brownian particles
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symmetric collisions
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gap process
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