Invariant measures for transient reflected Brownian motion in a wedge: Existence and uniqueness

DOI10.1006/jmva.1994.1003zbMath0795.60077OpenAlexW2038029112MaRDI QIDQ1319952

Richard Dante DeBlassie

Publication date: 21 April 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1003

zbMATH Keywords

density of an invariant measureinvariant measures for transient reflected Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

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The adjoint process of killed reflected Brownian motion in a cone and applications

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