Reflecting diffusions in the quadrant: Recurrence and transience

zbMath0983.60077MaRDI QIDQ5943512

Srinivasan Balaji, Sundareswaran Ramasubramanian

Publication date: 27 September 2001

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

asymptoticsreflecting Brownian motionreflecting diffusions

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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