Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699)
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scientific article; zbMATH DE number 6045364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on exponential moments of hitting times for reflected processes on the positive orthant |
scientific article; zbMATH DE number 6045364 |
Statements
Bounds on exponential moments of hitting times for reflected processes on the positive orthant (English)
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11 June 2012
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reflected fractional Brownian motion
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reflected Lévy process
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heavy traffic theory
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first hitting times
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exponential moments
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