Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach (Q5738843)
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scientific article; zbMATH DE number 6729640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach |
scientific article; zbMATH DE number 6729640 |
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13 June 2017
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reflected Brownian motion in the quarter plane
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stationary distribution
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Laplace transform
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asymptotic analysis
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saddle-point method
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Riemann surface
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math.PR
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Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach (English)
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