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Reflected Brownian motion in a wedge: sum-of-exponential stationary densities

   
@article{ECP1437,
	author = {A.B. Dieker and J. Moriarty},
	title = {Reflected Brownian motion in a wedge: sum-of-exponential stationary densities},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Reflected Brownian motion with drift -- stationary distribution -- reflection principle},
	abstract = {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. Relying on geometric ideas reminiscent of the reflection principle, we give an explicit formula for the density in such cases.},
	pages = {no. 1, 1-16},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1437},    
        url = {http://ecp.ejpecp.org/article/view/1437}}