scientific article; zbMATH DE number 3290816
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Cites work
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Cited in
(14)- The rate of escape for some Gaussian processes and the scattering theory for their small perturbations
- A dual skew symmetry for transient reflected Brownian motion in an orthant
- Green's functions with oblique Neumann boundary conditions in the quadrant
- The method of stochastic characteristics for linear second-order hypoelliptic equations
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing
- Lévy processes with two-sided reflection
- On invariant measures and dual excursions of Markov processes
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- Behavior of diffusion semi-groups at infinity
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