Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary

Let \pi be the occupancy density of an obliquely reflected Brownian motion in the half plane and let (\rho, \alpha) be the polar coordinates of a point in the upper half plane. This work determines the exact asymptotic behavior of \pi(\rho, \alpha) as \rho \rightarrow \infty with \alpha \in (0,... Show more