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Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
wedge sum-of-exponential
2009/4/22
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relyin...
Inequalities for a Sum of Exponential Functions
Inequality Exponential functions Delay equation
2008/7/1
Inequalities for a Sum of Exponential Functions.