Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections (Q3516401): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections |
scientific article |
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Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections (English)
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5 August 2008
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diffusion
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jumps
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reflection map
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regulator process
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local time
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semimartingale
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stationary distribution
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product form
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