A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q3094695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant |
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A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant (English)
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25 October 2011
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reflected fractional Brownian motion
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heavy traffic theory
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geometric drift inequality
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return time
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