Reflected Brownian motion with drift in a wedge (Q6195493): Difference between revisions

@@ Property / cites work @@
+Stochastic Processes
@@ Property / cites work: Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
+Normal rank
@@ Property / cites work @@
+Heavy traffic limits for some queueing networks
@@ Property / cites work: Heavy traffic limits for some queueing networks / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian Approximations of Multiclass Open-Queueing Networks
+Normal rank
@@ Property / cites work @@
+Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of reflecting diffusions in cusps
+Normal rank
@@ Property / cites work @@
+Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
+Normal rank
@@ Property / cites work @@
+On the semimartingale representation of reflecting Brownian motion in a cusp
+Normal rank
@@ Property / cites work @@
+Reflecting Brownian Motion in a Cusp
@@ Property / cites work: Reflecting Brownian Motion in a Cusp / rank @@
+Normal rank
@@ Property / cites work @@
+Heuristic Approach to the Kolmogorov-Smirnov Theorems
+Normal rank
@@ Property / cites work @@
+Two coupled processors: The reduction to a Riemann-Hilbert problem
+Normal rank
@@ Property / cites work @@
+A dual skew symmetry for transient reflected Brownian motion in an orthant
+Normal rank
@@ Property / cites work @@
+Construction and decomposition of reflecting diffusions on Lipschitz domains with Hölder cusps
+Normal rank
@@ Property / cites work @@
+The diffusion approximation for tandem queues in heavy traffic
+Normal rank
@@ Property / cites work @@
+On the Distribution of Multidimensional Reflected Brownian Motion
+Normal rank
@@ Property / cites work @@
+Reflected Brownian motion on an orthant
@@ Property / cites work: Reflected Brownian motion on an orthant / rank @@
+Normal rank
@@ Property / cites work @@
+A Dirichlet process characterization of a class of reflected diffusions
+Normal rank
@@ Property / cites work @@
+On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries
+Normal rank
@@ Property / cites work @@
+On the roughness of the paths of RBM in a wedge
@@ Property / cites work: On the roughness of the paths of RBM in a wedge / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian Motion, Martingales, and Stochastic Calculus
+Normal rank
@@ Property / cites work @@
+Q5710724
@@ Property / cites work: Q5710724 / rank @@
+Normal rank
@@ Property / cites work @@
+A Heavy Traffic Limit Theorem for Networks of Queues with Multiple Customer Types
+Normal rank
@@ Property / cites work @@
+Reflected diffusions defined via the extended Skorokhod map
+Normal rank
@@ Property / cites work @@
+Fluid and heavy traffic diffusion limits for a generalized processor sharing model
+Normal rank
@@ Property / cites work @@
+Open Queueing Networks in Heavy Traffic
@@ Property / cites work: Open Queueing Networks in Heavy Traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Q4492756
@@ Property / cites work: Q4492756 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5618806
@@ Property / cites work: Q5618806 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
+Normal rank
@@ Property / cites work @@
+Brownian motion in a wedge with oblique reflection
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank
@@ Property / cites work @@
+Recurrence classification and invariant measure for reflected Brownian motion in a wedge
+Normal rank
@@ Property / cites work @@
+Reflected brownian motion in a wedge: Semimartingale property
+Normal rank
@@ Property / cites work @@
+Local time and excursions of reflected Brownian motion in a wedge
+Normal rank
@@ Property / cites work @@
+Diffusion approximations for open multiclass queueing networks: Sufficient conditions involving state space collapse
+Normal rank