Sandro Franceschi, Irina Kourkova. Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach.
Stochastic Systems, INFORMS Applied Probability Society, 2017, Volume 7, Number 1 (2017), 32-94.,
⟨10.1214/16-SSY218⟩.
⟨hal-01295562v3⟩