Reflected Brownian motion in a wedge: sum-of-exponential stationary densities.

Dieker, A.B.; Moriarty, J.

Electronic Communications in Probability [electronic only] (2009)

  • Volume: 14, page 1-16
  • ISSN: 1083-589X

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Dieker, A.B., and Moriarty, J.. "Reflected Brownian motion in a wedge: sum-of-exponential stationary densities.." Electronic Communications in Probability [electronic only] 14 (2009): 1-16. <http://eudml.org/doc/228142>.

@article{Dieker2009,
author = {Dieker, A.B., Moriarty, J.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {reflected Brownian motion with drift; stationary distribution; reflection principle},
language = {eng},
pages = {1-16},
publisher = {University of Washington},
title = {Reflected Brownian motion in a wedge: sum-of-exponential stationary densities.},
url = {http://eudml.org/doc/228142},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Dieker, A.B.
AU - Moriarty, J.
TI - Reflected Brownian motion in a wedge: sum-of-exponential stationary densities.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 1
EP - 16
LA - eng
KW - reflected Brownian motion with drift; stationary distribution; reflection principle
UR - http://eudml.org/doc/228142
ER -

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