Long time asymptotics for constrained diffusions in polyhedral domains (Q2372462)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long time asymptotics for constrained diffusions in polyhedral domains |
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Long time asymptotics for constrained diffusions in polyhedral domains (English)
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27 July 2007
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semimartingale reflecting Brownian motion
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\(\varphi\)-irreducibility
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V-uniform ergodicity
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geometric ergodicity
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constrained diffusions
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heavy traffic
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Poisson equation
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moment stability
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functional central limit theorems
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