The stationary distribution of reflected Brownian motion in a planar region
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Publication:1062678
DOI10.1214/aop/1176992906zbMath0573.60071OpenAlexW2073589750MaRDI QIDQ1062678
Lawrence A. Shepp, J. Michael Harrison, Henry J. Landau
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992906
conformal mappinginvariant measuresboundary value problemstationary distributionreflecting barriertwo-dimensional diffusion processqueueing and storage theory
Brownian motion (60J65) Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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