Properties of the reflected Ornstein-Uhlenbeck process
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Publication:1404240
DOI10.1023/A:1024403704190zbMath1026.60106OpenAlexW1872689069MaRDI QIDQ1404240
Publication date: 21 August 2003
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1024403704190
diffusion approximationOrnstein-Uhlenbeck processmaximum processsteady-statereflecting diffusionlevel crossing timetransient moment
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Diffusion processes (60J60)
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