Asymptotic Expansion of Stationary Distribution for Reflected Brownian Motion in the Quarter Plane via Analytic Approach
Published Online:8 May 2017https://doi.org/10.1287/16-SSY218
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Volume 7, Issue 1
June 2017
Pages 1-236
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- Received:April 01, 2016
- Published Online:May 08, 2017
Copyright © 2017, The author(s)
Cite as
Sandro Franceschi, Irina Kourkova (2017) Asymptotic Expansion of Stationary Distribution for Reflected Brownian Motion in the Quarter Plane via Analytic Approach. Stochastic Systems 7(1):32-94.
https://doi.org/10.1287/16-SSY218
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