Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant

Document Details

Document Type
Pub Defense Publication
Publication Date
Dec 01, 2021
Source ID
10.1016/j.spa.2021.06.003

Entities

People

  • Dongzhou Huang
  • Philip Ernst
  • Sandro Franceschi

Organizations

  • National Science Foundation
  • Office of Naval Research