Large deviations for multi-dimensional reflected fractional Brownian motion

DOI10.1080/1045112031000155650zbMath1032.60024OpenAlexW1971135809MaRDI QIDQ4440448

Kurt Majewski

Publication date: 18 December 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112031000155650

zbMATH Keywords

Skorokhod problemlong-range dependenceBrownian motionsheavy traffic model

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic network models in operations research (90B15) Large deviations (60F10)

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