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Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms - MaRDI portal

Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms (Q6135881)

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scientific article; zbMATH DE number 7732037
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English
Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms
scientific article; zbMATH DE number 7732037

    Statements

    Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms (English)
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    28 August 2023
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    obliquely reflected Brownian motion in a wedge
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    non-convex cone
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    stationary distribution
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    Laplace transform
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    boundary value problem
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