Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
Under a Creative Commons license
open access
MSC
primary
60J60
60K25
secondary
90B22
30D05
Keywords
Escape and absorption probability
Obliquely reflected Brownian motion in a quadrant
Functional equation
Carleman boundary value problem
Neumann’s condition
Asymptotics
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© 2021 The Authors. Published by Elsevier B.V.