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On product-form stationary distributions for reflected diffusions with jumps in the positive orthant - MaRDI portal

On product-form stationary distributions for reflected diffusions with jumps in the positive orthant (Q4676434)

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scientific article; zbMATH DE number 2164624
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English
On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
scientific article; zbMATH DE number 2164624

    Statements

    On product-form stationary distributions for reflected diffusions with jumps in the positive orthant (English)
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    3 May 2005
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    reflection map
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    local time
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    semimartingale
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    stationary distribution
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    product form
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