On the stationary distribution of reflected Brownian motion in a wedge: differential properties

Mireille Bousquet-Mélou ¹

Andrew Elvey Price ²

Sandro Franceschi ³

Charlotte Hardouin ⁴

Kilian Raschel ⁵

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Laboratoire Bordelais de Recherche en Informatique, Université de Bordeaux, CNRS, 351 cours de la Libération, 33405 Talence Cedex, France https://www.labri.fr/perso/bousquet/ |

Institut Denis Poisson, Université de Tours, CNRS, Parc de Grandmont, 37200 Tours, France https://www.idpoisson.fr/elveyprice/ |

Télécom SudParis, Institut Polytechnique de Paris, 19 place Marguerite Perey, 91120 Palaiseau, France https://sandrofranceschi.wp.imt.fr/ |

⁴

Institut de Mathématiques de Toulouse, 118 route de Narbonne, 31062 Toulouse Cedex 9, France https://perso.math.univ-toulouse.fr/hardouin/ |

⁵

Laboratoire Angevin de Recherche en Mathématiques, Université d’Angers, CNRS, 2 boulevard de Lavoisier, 49000 Angers, France https://raschel.perso.math.cnrs.fr/ |

Publication type: Journal Article

Publication date: 2025-01-01

Institute of Mathematical Statistics

Journal: Electronic Journal of Probability

scimago Q1

SJR: 1.419

CiteScore: 1.8

Impact factor: 1.3

ISSN: 10836489

DOI: 10.1214/24-ejp1257

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Publisher

Institute of Mathematical Statistics

Journal

Electronic Journal of Probability

scimago Q1

SJR

1.419

CiteScore

1.8

Impact factor

1.3

ISSN

10836489 (Print)