Sticky Brownian motion as the limit of storage processes
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Publication:3900773
DOI10.2307/3213181zbMath0453.60072OpenAlexW4247023187MaRDI QIDQ3900773
J. Michael Harrison, Austin J. Lemoine
Publication date: 1981
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213181
Brownian motionlimit theoremdiffusion processessticky Brownian motionstorage processesreflecting barriers
Brownian motion (60J65) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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