Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence (Q1935925): Difference between revisions

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+https://doi.org/10.1007/s00186-010-0304-7
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+W2158389934
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@@ Property / cites work @@
+Regulations dÉterminates et stochastiques dans le premier “orthant” de R<sup>N</sup>
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+Positive recurrence of reflecting Brownian motion in three dimensions
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+Positive recurrence for reflecting Brownian motion in higher dimensions
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+A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant
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+Lyapunov functions for semimartingale reflecting Brownian motions
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+On the stability of the linear Skorokhod problem in an orthant
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+Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
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+Q4842997
@@ Property / cites work: Q4842997 / rank @@
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