Pages that link to "Item:Q1872212"
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The following pages link to On positive recurrence of constrained diffusion processes (Q1872212):
Displaying 35 items.
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842) (← links)
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- Heavy traffic approximation for the stationary distribution of stochastic fluid networks (Q430001) (← links)
- Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497) (← links)
- A note on a predator-prey model with modified Leslie-Gower and Holling-type II schemes with stochastic perturbation (Q626193) (← links)
- On moment stability properties for a class of state-dependent stochastic networks (Q634856) (← links)
- Stationary distribution, ergodicity and extinction of a stochastic generalized logistic system (Q712655) (← links)
- Positive recurrence of reflecting Brownian motion in three dimensions (Q968783) (← links)
- \(V\)-uniform ergodicity for state-dependent single class queueing networks (Q972686) (← links)
- On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes (Q1059932) (← links)
- Eigenvalues of convex processes and convergence properties of differential inclusions (Q1344274) (← links)
- Stability analysis of second-order fluid flow models in a stationary ergodic environment (Q1429112) (← links)
- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema (Q1737970) (← links)
- Queues in tandem with customer deadlines and retrials (Q1934371) (← links)
- Positive recurrence of a solution of an SDE with variable switching intensities (Q2093311) (← links)
- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter (Q2180378) (← links)
- Long time asymptotics for constrained diffusions in polyhedral domains (Q2372462) (← links)
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications (Q2490055) (← links)
- Characterization of stationary distributions of reflected diffusions (Q2511552) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions (Q2657931) (← links)
- Stability of constrained Markov-modulated diffusions (Q2925350) (← links)
- On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems (Q2942278) (← links)
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) (← links)
- A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q3094695) (← links)
- Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645) (← links)
- On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088) (← links)
- The inert drift atlas model (Q6038451) (← links)
- Dimension-free local convergence and perturbations for reflected Brownian motions (Q6103972) (← links)
- Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows (Q6202447) (← links)
- Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes (Q6500024) (← links)
- Stationary distribution and ergodicity of a stochastic multi-species model with Holling type II response function (Q6597302) (← links)
- Long-time behavior of finite and infinite dimensional reflected Brownian motions (Q6645568) (← links)
