Integral expression for the stationary distribution of reflected Brownian motion in a wedge (Q2325389)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Integral expression for the stationary distribution of reflected Brownian motion in a wedge |
scientific article |
Statements
Integral expression for the stationary distribution of reflected Brownian motion in a wedge (English)
0 references
25 September 2019
0 references
boundary value problem with shift
0 references
Carleman-type boundary value problem
0 references
conformal mapping
0 references
Laplace transform
0 references
reflected Brownian motion in a wedge
0 references
stationary distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references