Positive recurrence for reflecting Brownian motion in higher dimensions (Q415639): Difference between revisions

Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the \(d\)-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the boundary in a specified manner. The paper discusses two recent results regarding necessary conditions for positive recurrence of SRBMs and complements results given in his paper [Ann. Appl. Probab. 21, No. 3, 951--986 (2011; Zbl 1225.60137)].