On pathwise rate conservation for a class of semi-martingales

DOI10.1016/0304-4149(93)90098-OzbMath0786.60061OpenAlexW1988878630MaRDI QIDQ689175

Vivek Badrinath, Fabrice M. Guillemin, Ravi R. Mazumdar, Catherine P. Rosenberg

Publication date: 9 December 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90098-o

zbMATH Keywords

Ornstein-Uhlenbeck processlocal timeergodic processescharacterization of invariant distributionrate conservation principle

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (4)

Single-server queues with spatially distributed arrivals ⋮ Forward equations for reflected diffusions with jumps ⋮ Further applications of a general rate conservation law ⋮ Rate conservation laws: A survey

Cites Work

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• Event and time averages: a review
• Level Crossings in Point Processes Applied to Queues: Single-Server Case
• On the relation between customer and time averages in queues
• Rate conservation for stationary processes

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