Diffusions with reflection on an orthant and associated initial-boundary value problems

DOI10.1016/S0196-8858(82)80014-6zbMath0533.60088MaRDI QIDQ789823

Ioannis Karatzas

Publication date: 1982

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

open queueing networksheavy traffic conditionsreflection on hyperplanes

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

• Étude de la solution fondamentale de l'équation parabolique
• Propriétés des dérivées tangentielles d'une intégrale de l'équation parabolique
• Reflected Brownian motion on an orthant
• On the uniqueness of solutions of stochastic differential equations
• Propriétés des intégrales de l'équation parabolique normale
• Open Queueing Networks in Heavy Traffic
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