Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
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Publication:4950734
DOI10.1080/17442500008834224zbMath0962.60080OpenAlexW2004332864MaRDI QIDQ4950734
Abdelghani Ben Tahar, Abdelhak Yaacoubi, Ahmed El Kharroubi
Publication date: 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500008834224
Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Diffusion processes (60J60)
Related Items (7)
Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution ⋮ A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant ⋮ Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones ⋮ Positive recurrence for reflecting Brownian motion in higher dimensions ⋮ A positive recurrent reflecting Brownian motion with divergent fluid path ⋮ A dual skew symmetry for transient reflected Brownian motion in an orthant ⋮ The stability of the deterministic Skorokhod problem is undecidable
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- Regulations dÉterminates et stochastiques dans le premier “orthant” de RN
- Brownian models of open queueing networks with homogeneous customer populations∗
- Recurrence and transience of reflecting Brownian motion in the quadrant
- A Partition Theorem for Euclidean n-Space
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