On product-form stationary distributions for reflected diffusions with jumps in the positive orthant (Q4676434): Difference between revisions

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Property / DOI: 10.1239/aap/1113402406 / rank
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Property / author: Fabrice M. Guillemin / rank
 
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Property / OpenAlex ID: W2133972421 / rank
 
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Latest revision as of 15:01, 30 December 2024

scientific article; zbMATH DE number 2164624
Language Label Description Also known as
English
On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
scientific article; zbMATH DE number 2164624

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    On product-form stationary distributions for reflected diffusions with jumps in the positive orthant (English)
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    3 May 2005
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    reflection map
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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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