3 citations · 4 across the 5 of their papers we have counts for
5 papers
On the Green's functions and Martin boundary structure of a planar diffusion in a discontinuous layered medium
Sandro Franceschi, Irina Kourkova, Maxence Petit
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed…
Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
Sandro Franceschi, Irina Kourkova, Maxence Petit
We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end,…
Analytic approach for reflected Brownian motion in the quadrant
Sandro Franceschi, Irina Kourkova, Kilian Raschel
Random walks in the quarter plane are an important object both of combinatorics and probability theory. Of particular interest for their study, there is an analytic approach initia…
Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach
Sandro Franceschi, Irina Kourkova
Brownian motion in R 2 + with covariance matrix and drift in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary di…
Local Energy Statistics in Directed Polymers
Irina Kourkova
Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should, in most circumstances, be the same as in the r…