Reflected Brownian motion on an orthant

DOI10.1214/AOP/1176994471zbMath0462.60073OpenAlexW2063664948MaRDI QIDQ1152910

J. Michael Harrison, Martin I. Reiman

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994471

zbMATH Keywords

queuing networks

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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