Analytic approach for reflected Brownian motion in the quadrant
From MaRDI portal
Publication:4632479
zbMath1412.60118arXiv1605.03057MaRDI QIDQ4632479
Sandro Franceschi, I. A. Kurkova, Kilian Raschel
Publication date: 29 April 2019
Full work available at URL: https://arxiv.org/abs/1605.03057
Laplace transform; generating function; boundary value problem; asymptotic analysis; stationary distribution; (random) walks in the quarter plane; reflected Brownian motion in the quadrant