  Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in
the interior and reflection matrix R from the axes is considered. The
asymptotic expansion of the stationary distribution density along all paths in
R 2 + is found and its main term is identified depending on parameters
($\Sigma$, $\mu$, R). For this purpose the analytic approach of Fayolle,
Iasnogorodski and Malyshev in [12] and [36], restricted essentially up to now
to discrete random walks in Z 2 + with jumps to the nearest-neighbors in the
interior is developed in this article for diffusion processes on R 2 + with
reflections on the axes.
