On the convergence of 2-dimensional markov chains in quadrants with boundary reflection

DOI10.1080/17442509508833993zbMath0854.60030OpenAlexW2094429002MaRDI QIDQ4892366

Sanjar Aspandiiarov

Publication date: 15 September 1996

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

Full work available at URL: https://doi.org/10.1080/17442509508833993

zbMATH Keywords

weak convergencesubmartingale problemtwo-dimensional wedgeMarkov chain with boundary reflectionBrownian motion with oblique reflection

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Tails of passage-times and an application to stochastic processes with boundary reflection in wedges ⋮ Reflecting random walks in curvilinear wedges

This page was built for publication: On the convergence of 2-dimensional markov chains in quadrants with boundary reflection