Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
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Publication:1326346
DOI10.1007/BF01292674zbMath0794.60079MaRDI QIDQ1326346
Ruth J. Williams, Lee M. Taylor
Publication date: 15 August 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
reflecting Brownian motionsmulticlass queueing networkssemimartingale decompositionstrong Markov process
Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)
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