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most citedReflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties

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math.PR2026

Stationary Distribution of Brownian Motion in the Half-Plane with Two-sided Reflections

Jules Flin

We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-…