Multidimensional reflected Brownian motions having exponential stationary distributions
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Publication:1820515
DOI10.1214/aop/1176992259zbMath0615.60072OpenAlexW2074918857MaRDI QIDQ1820515
J. Michael Harrison, Ruth J. Williams
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992259
skew symmetry conditionapplications in queueing theorystationary density of the exponential formstationary distribution of reflected Brownian motion
Boundary value problems for second-order elliptic equations (35J25) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Diffusion processes (60J60)
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