THE STATIONARY DISTRIBUTION OF REFLECTED BROWNIAN-MOTION IN A PLANAR REGION

被引:25
作者
HARRISON, JM [1 ]
LANDAU, HJ [1 ]
SHEPP, LA [1 ]
机构
[1] AT&T BELL LABS, MURRAY HILL, NJ USA
关键词
D O I
10.1214/aop/1176992906
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:744 / 757
页数:14
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