A two-dimensional oblique extension of Bessel processes
arXiv:1506.05591
Abstract
We consider a Brownian motion forced to stay in the quadrant by an electrostatic oblique repulsion from the sides. We tackle the question of hitting the corner or an edge, and find product-form stationary measures under a certain condition, which is reminiscent of the skew-symmetry condition for an obliquely reflected Brownian motion.
arXiv admin note: text overlap with arXiv:1208.6399