Further applications of a general rate conservation law

DOI10.1016/0304-4149(95)00052-6zbMath0846.60047OpenAlexW1976163904MaRDI QIDQ1909957

Indrajit Bardhan

Publication date: 8 September 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00052-6

zbMATH Keywords

semimartingalesLevy processesstationary ergodic processessample-pathrate conservationstate-dependent jump-diffusions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Martingales with continuous parameter (60G44)

Related Items (4)

Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections ⋮ Competing particle systems evolving by interacting Lévy processes ⋮ Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit ⋮ On product-form stationary distributions for reflected diffusions with jumps in the positive orthant

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