The stationary distribution of reflected Brownian motion in a planar region

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

zbMATH Keywords

conformal mappinginvariant measuresboundary value problemstationary distributionreflecting barriertwo-dimensional diffusion processqueueing and storage theory

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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