38 citations · 105 across the 18 of their papers we have counts for
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math.PR2007
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
A. B. Dieker, J. Moriarty
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential…
math.PR2007★ 3 cited
Exit problems associated with affine reflection groups
Yan Doumerc, John Moriarty
We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in ter…