Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant (Q5168866): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Explicit solutions for variational problems in the quadrant / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regulations dÉterminates et stochastiques dans le premier “orthant” de R<sup>N</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Positive recurrence of reflecting Brownian motion in three dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003375 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characterization of the reflected quasipotential / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multidimensional reflected Brownian motions having exponential stationary distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy traffic approximations of large deviations of feedforward queueing networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations of the steady-state distribution of reflected processes with applications to queueing systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A boundary property of semimartingale reflecting Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant / rank
 
Normal rank

Latest revision as of 19:22, 8 July 2024

scientific article; zbMATH DE number 6318815
Language Label Description Also known as
English
Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant
scientific article; zbMATH DE number 6318815

    Statements

    0 references
    0 references
    0 references
    21 July 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    large deviations
    0 references
    semimartingale reflected Brownian motion
    0 references
    variational problem
    0 references
    optimal paths
    0 references
    math.PR
    0 references
    0 references
    0 references