Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
DOI10.1007/s10959-016-0674-8zbMath1378.60105arXiv1509.01781OpenAlexW2230876915MaRDI QIDQ2412522
Publication date: 23 October 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.01781
generatorLyapunov functionconvex polyhedronpolyhedral conereflected Brownian motioncompeting Brownian particlestail estimategap processsymmetric collisions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Local time and additive functionals (60J55)
Related Items (15)
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