Pages that link to "Item:Q1336560"

The following pages link to Lyapunov functions for semimartingale reflecting Brownian motions (Q1336560):

Displayed 50 items.

• Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842) ‎ (← links)
• Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones (Q383236) ‎ (← links)
• On converse Lyapunov theorems for fluid network models (Q383237) ‎ (← links)
• Positive recurrence for reflecting Brownian motion in higher dimensions (Q415639) ‎ (← links)
• Asymptotic stability and smooth Lyapunov functions for a class of abstract dynamical systems (Q524535) ‎ (← links)
• Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497) ‎ (← links)
• A positive recurrent reflecting Brownian motion with divergent fluid path (Q549863) ‎ (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) ‎ (← links)
• Study of the maximal throughput of multiclass queueing systems (Q959465) ‎ (← links)
• Positive recurrence of reflecting Brownian motion in three dimensions (Q968783) ‎ (← links)
• Large deviation properties of data streams that share a buffer (Q1296716) ‎ (← links)
• Massively parallel computation of spatial price equilibrium problems as dynamical systems (Q1349568) ‎ (← links)
• Justifying diffusion approximations for multiclass queueing networks under a moment condition (Q1634183) ‎ (← links)
• Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition (Q1706316) ‎ (← links)
• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema (Q1737970) ‎ (← links)
• A Lyapunov view on positive harris recurrence of multiclass queueing networks (Q1785363) ‎ (← links)
• On positive recurrence of constrained diffusion processes (Q1872212) ‎ (← links)
• Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions (Q1872422) ‎ (← links)
• Stability and nonproduct form of stochastic fluid networks with Lévy inputs (Q1921437) ‎ (← links)
• Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence (Q1935925) ‎ (← links)
• Convergence rates for rank-based models with applications to portfolio theory (Q1955832) ‎ (← links)
• Speculative and hedging interaction model in oil and U.S. dollar markets -- long-term investor dynamics and phases (Q2067186) ‎ (← links)
• Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution (Q2080810) ‎ (← links)
• A dual skew symmetry for transient reflected Brownian motion in an orthant (Q2095030) ‎ (← links)
• Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise (Q2096784) ‎ (← links)
• Degenerate competing three-particle systems (Q2137057) ‎ (← links)
• An elementary humanomics approach to boundedly rational quadratic models (Q2146264) ‎ (← links)
• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter (Q2180378) ‎ (← links)
• Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions (Q2200494) ‎ (← links)
• Spatial homogenization in a stochastic network with mobility (Q2268729) ‎ (← links)
• Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369) ‎ (← links)
• The infinite Atlas process: convergence to equilibrium (Q2320377) ‎ (← links)
• Integral expression for the stationary distribution of reflected Brownian motion in a wedge (Q2325389) ‎ (← links)
• The stability of the deterministic Skorokhod problem is undecidable (Q2339927) ‎ (← links)
• Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069) ‎ (← links)
• Measurement and optimization of robust stability of multiclass queueing networks: applications in dynamic supply chains (Q2355823) ‎ (← links)
• Long time asymptotics for constrained diffusions in polyhedral domains (Q2372462) ‎ (← links)
• Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) ‎ (← links)
• Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) ‎ (← links)
• Validity of heavy traffic steady-state approximations in generalized Jackson networks (Q2494573) ‎ (← links)
• A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant (Q2564688) ‎ (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) ‎ (← links)
• Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions (Q2657931) ‎ (← links)
• A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant (Q2660754) ‎ (← links)
• Green's functions with oblique Neumann boundary conditions in the quadrant (Q2664522) ‎ (← links)
• A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION (Q2746225) ‎ (← links)
• Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits (Q2833099) ‎ (← links)
• Stability of Constrained Markov-Modulated Diffusions (Q2925350) ‎ (← links)
• Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) ‎ (← links)
• A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q3094695) ‎ (← links)