On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1239/jap/1300198141 / rank
 
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Latest revision as of 23:14, 3 July 2024

scientific article; zbMATH DE number 5874518
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On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant
scientific article; zbMATH DE number 5874518

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    On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (English)
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    5 April 2011
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    reflected fractional Brownian motion
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    return time
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    positive recurrence
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    heavy traffic theory
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