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Integral expression for the stationary distribution of reflected Brownian motion in a wedge - MaRDI portal

Integral expression for the stationary distribution of reflected Brownian motion in a wedge (Q2325389)

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Integral expression for the stationary distribution of reflected Brownian motion in a wedge
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    Integral expression for the stationary distribution of reflected Brownian motion in a wedge (English)
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    25 September 2019
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    boundary value problem with shift
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    Carleman-type boundary value problem
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    conformal mapping
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    Laplace transform
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    reflected Brownian motion in a wedge
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    stationary distribution
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