Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699): Difference between revisions

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+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B18
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@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G18
@@ Property / Mathematics Subject Classification ID: 60G18 / rank @@
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@@ Property / zbMATH DE Number @@
+6045364
@@ Property / zbMATH DE Number: 6045364 / rank @@
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@@ Property / zbMATH Keywords @@
+reflected fractional Brownian motion
@@ Property / zbMATH Keywords: reflected fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+reflected Lévy process
@@ Property / zbMATH Keywords: reflected Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy traffic theory
@@ Property / zbMATH Keywords: heavy traffic theory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+first hitting times
@@ Property / zbMATH Keywords: first hitting times / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exponential moments
@@ Property / zbMATH Keywords: exponential moments / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spl.2012.02.022
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+W2099920387
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@@ Property / cites work @@
+On positive recurrence of constrained diffusion processes
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+Regulations dÉterminates et stochastiques dans le premier “orthant” de R<sup>N</sup>
+Normal rank
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+Cramér's estimate for Lévy processes
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+Long time asymptotics for constrained diffusions in polyhedral domains
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+A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
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+On the Reflected Fractional Brownian Motion Process on the Positive Orthant: Asymptotics for a Maximum with Application to Queueing Networks
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+Convex duality and the Skorokhod problem. I
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+Reflected Brownian motion on an orthant
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+Stochastic-Process Limits
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+An invariance principle for semimartingale reflecting Brownian motions in an orthant
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+Maximal inequalities for the iterated fractional integrals
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@@ links / mardi / name / links / mardi / name @@
+Publication:426699