selected publications

• academic article

  • Martin Boundary of a Space-time Brownian Motion with Drift Killed at the Boundary of a Moving Cone.  Potential Analysis.  2024
  • Reflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties.  Latin American Journal of Probability and Mathematical Statistics.  21:1195-1195. 2024
  • Stationary Brownian motion in a 3/4-plane: Reduction to a Riemann–Hilbert problem via Fourier transforms.  Indagationes Mathematicae.  34:874-890. 2022
  • A dual skew symmetry for transient reflected Brownian motion in an orthant.  Queueing Systems.  102:123-141. 2022
  • Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant.  Stochastic Processes and their Applications.  142:634-670. 2021

• blog posting

  • Invariant measure of gaps in degenerate competing three-particle systems.  arXiv (Cornell University). 2024
  • On the stationary distribution of reflected Brownian motion in a non-convex wedge.  HAL (Le Centre pour la Communication Scientifique Directe). 2021