Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms (Q6135881)
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scientific article; zbMATH DE number 7732037
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| English | Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms |
scientific article; zbMATH DE number 7732037 |
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Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms (English)
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28 August 2023
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obliquely reflected Brownian motion in a wedge
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non-convex cone
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stationary distribution
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Laplace transform
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boundary value problem
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0.7789208889007568
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0.769671618938446
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0.7673592567443848
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0.763444721698761
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0.7530995607376099
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