Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications

DOI10.1214/EJP.v13-569zbMath1190.60074MaRDI QIDQ1039072

Francisco J. Piera, Ravi R. Mazumdar

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/232094

zbMATH Keywords

stability ergodicity jump-diffusion processes Skorokhod maps pathwise comparisons state-dependent oblique reflection

Mathematics Subject Classification ID

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Related Items (5)

A limit theorem for singular stochastic differential equations ⋮ Pathwise comparison results for stochastic fluid networks ⋮ Heavy traffic approximation for the stationary distribution of stochastic fluid networks ⋮ A note on jump Atlas models ⋮ Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line

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