A two-dimensional oblique extension of Bessel processes (Q4596936)
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scientific article; zbMATH DE number 6817183
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| English | A two-dimensional oblique extension of Bessel processes |
scientific article; zbMATH DE number 6817183 |
Statements
11 December 2017
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singular stochastic differential equation
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electrostatic repulsion
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Bessel process
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product form stationary distribution
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skew-symmetry condition
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obliquely reflected Brownian motion
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math.PR
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0.8777813
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0.8736273
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0.87291336
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0.86978734
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