Probability of total domination for transient reflecting processes in a quadrant
DOI10.1017/apr.2022.2zbMath1499.60146arXiv2006.11826OpenAlexW3036128471MaRDI QIDQ5055362
Vladimir Fomichov, Jevgenijs Ivanovs, Sandro Franceschi
Publication date: 13 December 2022
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.11826
Lévy processesSkorokhod problemuniform law of large numbersreflected Brownian motionCarleman boundary value problemkernel equation
Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Other physical applications of random processes (60K40)
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Cites Work
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