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Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant

 Philip A Ernst , Sandro Franceschi , Dongzhou Huang
Stochastic Processes and their Applications, 2021, ⟨10.1016/j.spa.2021.06.003⟩
Article dans une revue hal-03098303v2
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Reflected brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties

 Jules Flin , Sandro Franceschi
2024
Pré-publication, Document de travail hal-04511091v1
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Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant

 Sandro Franceschi
Journal of Theoretical Probability, 2020, ⟨10.1007/s10959-020-01043-8⟩
Article dans une revue hal-02123641v2
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On the stationary distribution of reflected Brownian motion in a wedge: differential properties

 Mireille Bousquet-Mélou , Andrew Elvey-Price , Sandro Franceschi , Charlotte Hardouin , Kilian Raschel
2021
Pré-publication, Document de travail hal-03098489v2
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Analytic approach for reflected Brownian motion in the quadrant

 Sandro Franceschi , Irina Kurkova , Kilian Raschel
International Conference on Probabilistic, Combinatorial and Asymptotic Methods for the Analysis of Algorithms, Jul 2016, Cracovie, Poland
Communication dans un congrès hal-01317611v1
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Invariant measure of gaps in degenerate competing three-particle systems

 Sandro Franceschi , Tomoyuki Ichiba , Ioannis Karatzas , Kilian Raschel
2024
Pré-publication, Document de travail hal-04410029v1
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Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary

 Philip Ernst , Sandro Franceschi
The Annals of Applied Probability, 2021, 31 (6), pp.2991-3016. ⟨10.1214/21-AAP1681⟩
Article dans une revue hal-02542117v2
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On the stationary distribution of reflected Brownian motion in a non-convex wedge

 Guy Fayolle , Sandro Franceschi , Kilian Raschel
Markov Processes And Related Fields, 2021, Markov Processes ans Related Fields, 28 (5), pp.32
Article dans une revue hal-03150317v3
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Tutte's invariant approach for Brownian motion reflected in the quadrant

 Sandro Franceschi , Kilian Raschel
ESAIM: Probability and Statistics, 2017, ESAIM: PS Volume 21, 2017, 21, pp.220-234. ⟨10.1051/ps/2017006⟩
Article dans une revue hal-01271870v3
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A dual skew symmetry for transient reflected Brownian motion in an orthant

 Kilian Raschel , Sandro Franceschi
Queueing Systems, 2022, 102 (No 7), pp.123-141. ⟨10.1007/s11134-022-09853-9⟩
Article dans une revue hal-03740893v1
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Approche analytique pour le mouvement brownien réfléchi dans des cônes

 Sandro Franceschi
Probabilités [math.PR]. Université de Tours, 2017. Français. ⟨NNT : ⟩
Thèse tel-01662176v1
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Stationary brownian motion in a 3/4-plane: Reduction to a riemann-hilbert problem via fourier transforms

 Guy Fayolle , Sandro Franceschi , Kilian Raschel
Indagationes Mathematicae, 2023, 34 (5), pp.17 (874-890). ⟨10.1016/j.indag.2022.10.008⟩
Article dans une revue hal-03832431v2
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Asymptotics for the green's functions of a transient reflected brownian motion in a wedge

 Sandro Franceschi , Irina Kourkova , Maxence Petit
2023
Pré-publication, Document de travail hal-04228078v1
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Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach

 Sandro Franceschi , Irina Kourkova
Stochastic Systems, 2017, Volume 7, Number 1 (2017), 32-94., ⟨10.1214/16-SSY218⟩
Article dans une revue hal-01295562v3
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Probability of total domination for transient reflecting processes in a quadrant

 Vladimir Fomichov , Sandro Franceschi , Jevgenijs Ivanovs
Advances in Applied Probability, 2022, 54 (4), pp.1094 - 1138. ⟨10.1017/apr.2022.2⟩
Article dans une revue hal-02879105v1
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Integral expression for the stationary distribution of reflected Brownian motion in a wedge

 Sandro Franceschi , Kilian Raschel
Bernoulli, 2019, 25 (4B), pp.3673-3713. ⟨10.3150/19-BEJ1107⟩
Article dans une revue hal-01495788v3
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