Reflected Brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
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Publication:6634803
DOI10.30757/alea.v21-46MaRDI QIDQ6634803
Publication date: 8 November 2024
Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)
Characteristic functions; other transforms (60E10) Brownian motion (60J65) Compact Riemann surfaces and uniformization (30F10) Functional equations in the complex plane, iteration and composition of analytic functions of one complex variable (30D05) Conformal mappings of special domains (30C20)
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