By Philip Ernst and Sandro Franceschi

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

January 1, 2022

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

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