15 citations · 66 across the 15 of their papers we have counts for
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math.PR2020★ 5 cited
Probability of total domination for transient reflecting processes in a quadrant
Vladimir Fomichov, Sandro Franceschi, Jevgenijs Ivanovs
We consider two-dimensional Lévy processes reflected to stay in the positive quadrant. Our focus is on the non-standard regime when the mean of the free process is negative but the…
math.PR2020★ 8 cited
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary
Philip Ernst, Sandro Franceschi
Let be the occupancy density of an obliquely reflected Brownian motion in the half plane and let (, ) be the polar coordinates of a point in the upper half plane. This wo…