A dual skew symmetry for transient reflected Brownian motion in an orthant
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Publication:2095030
DOI10.1007/s11134-022-09853-9zbMath1501.60047arXiv2208.00224OpenAlexW4291221361MaRDI QIDQ2095030
Sandro Franceschi, Kilian Raschel
Publication date: 9 November 2022
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.00224
escape probabilityabsorption probabilitydual skew symmetryPDE with Neumann conditionsreflected Brownian motion in an orthant
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Cites Work
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