15 citations · 66 across the 15 of their papers we have counts for
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math.PR2021★ 1 cited
On the stationary distribution of reflected Brownian motion in a non-convex wedge
Guy Fayolle, Sandro Franceschi, Kilian Raschel
We study the stationary reflected Brownian motion in a non-convex wedge, which, compared to its convex analogue model, has been much rarely analyzed in the probabilistic literature…
math.PR2021★ 3 cited
On the stationary distribution of reflected Brownian motion in a wedge: differential properties
M. Bousquet-Mélou, A. Elvey Price, S. Franceschi +2
We consider the classical problem of determining the stationary distribution of the semimartingale reflected Brownian motion (SRBM) in a two-dimensional wedge. Under standard assum…
math.PR2021★ 9 cited
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
Philip Ernst, Sandro Franceschi, Dongzhou Huang
We consider an obliquely reflected Brownian motion with positive drift in a quadrant stopped at time , where is the first hitting time of th…