Integral expression for the stationary distribution of reflected Brownian motion in a wedge
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Publication:2325389
DOI10.3150/19-BEJ1107zbMath1428.62081arXiv1703.09433MaRDI QIDQ2325389
Kilian Raschel, Sandro Franceschi
Publication date: 25 September 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.09433
Laplace transform; conformal mapping; stationary distribution; boundary value problem with shift; Carleman-type boundary value problem; reflected Brownian motion in a wedge
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