Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections (Q3516401): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1239/aap/1214950215 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2015866327 / rank | |||
Normal rank |
Revision as of 22:54, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections |
scientific article |
Statements
Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections (English)
0 references
5 August 2008
0 references
diffusion
0 references
jumps
0 references
reflection map
0 references
regulator process
0 references
local time
0 references
semimartingale
0 references
stationary distribution
0 references
product form
0 references