The Stationary Distribution of Reflected Brownian Motion in...

The Annals of Probability 1985 / 08 Vol. 13; Iss. 3

The Stationary Distribution of Reflected Brownian Motion in a Planar Region

Harrison, J. M., Landau, H. J., Shepp, L. A.
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Volume:
13
Journal:
The Annals of Probability
DOI:
10.1214/aop/1176992906
Date:
August, 1985
File:
PDF, 1.25 MB
1985
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