Pages that link to "Item:Q1963835"

The following pages link to Convex duality and the Skorokhod problem. I (Q1963835):

Displaying 43 items.

• A two-queue polling model with priority on one queue and heavy-tailed on/off sources: a heavy-traffic limit (Q298173) (← links)
• Positive recurrence for reflecting Brownian motion in higher dimensions (Q415639) (← links)
• Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
• Weak convergence and fluid limits in optimal time-to-empty queueing control problems (Q434250) (← links)
• Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• On moment stability properties for a class of state-dependent stochastic networks (Q634856) (← links)
• Singular control with state constraints on unbounded domain (Q858986) (← links)
• Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
• A differential game formulation of a controlled network (Q967284) (← links)
• A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
• Stability and paracontractivity of discrete linear inclusions (Q1573666) (← links)
• Lipschitz continuity of polyhedral Skorokhod maps (Q1598236) (← links)
• Large deviations and queueing networks: Methods for rate function identification (Q1613663) (← links)
• On directional derivatives of Skorokhod maps in convex polyhedral domains (Q1650088) (← links)
• A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (Q1766065) (← links)
• A differential game with constrained dynamics and viscosity solutions of a related HJB equation (Q1849023) (← links)
• Fluid and heavy traffic diffusion limits for a generalized processor sharing model (Q1872348) (← links)
• Large deviations of Jackson networks. (Q1872449) (← links)
• Multiplicative functional for reflected Brownian motion via deterministic ODE (Q1928864) (← links)
• Concentration for multidimensional diffusions and their boundary local times (Q1930863) (← links)
• Convex duality and the Skorokhod problem. II (Q1963836) (← links)
• Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
• Càdlàg rough differential equations with reflecting barriers (Q2239254) (← links)
• Long time asymptotics for constrained diffusions in polyhedral domains (Q2372462) (← links)
• Bismut-Elworthy's formula and random walk representation for SDEs with reflection (Q2485857) (← links)
• Regulating functions on partially ordered sets (Q2490429) (← links)
• Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556) (← links)
• Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks (Q2572909) (← links)
• A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
• A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q3094695) (← links)
• Existence, Uniqueness, and Stability of Slowly Oscillating Periodic Solutions for Delay Differential Equations with Nonnegativity Constraints (Q3455234) (← links)
• (Q4544329) (← links)
• Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645) (← links)
• Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions (Q5084494) (← links)
• A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
• On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088) (← links)
• Distribution and pressure of active Lévy swimmers under confinement (Q5873960) (← links)
• The inert drift atlas model (Q6038451) (← links)
• Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows (Q6202447) (← links)
• Reflected stochastic differential equations driven by standard and fractional Brownian motion (Q6586426) (← links)
• Long-time behavior of finite and infinite dimensional reflected Brownian motions (Q6645568) (← links)
• Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization (Q6671887) (← links)