Analytic approach for reflected Brownian motion in the quadrant (Q4632479)
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scientific article; zbMATH DE number 7048725
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| English | Analytic approach for reflected Brownian motion in the quadrant |
scientific article; zbMATH DE number 7048725 |
Statements
29 April 2019
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reflected Brownian motion in the quadrant
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(random) walks in the quarter plane
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stationary distribution
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Laplace transform
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generating function
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boundary value problem
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asymptotic analysis
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0.789084255695343
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0.78179931640625
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0.7465108036994934
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0.7462817430496216
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