Pages that link to "Item:Q2372462"

The following pages link to Long time asymptotics for constrained diffusions in polyhedral domains (Q2372462):

Displaying 31 items.

• Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
• Diffusion models and steady-state approximations for exponentially ergodic Markovian queues (Q473169) (← links)
• Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
• Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497) (← links)
• On moment stability properties for a class of state-dependent stochastic networks (Q634856) (← links)
• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema (Q1737970) (← links)
• Convergence rates for rank-based models with applications to portfolio theory (Q1955832) (← links)
• Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution (Q2080810) (← links)
• Domains of attraction of invariant distributions of the infinite atlas model (Q2139109) (← 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)
• Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369) (← links)
• Pathwise differentiability of reflected diffusions in convex polyhedral domains (Q2337831) (← links)
• Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution (Q2412522) (← links)
• Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions (Q2657931) (← 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)
• Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645) (← links)
• Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159) (← links)
• Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions (Q5084494) (← links)
• Rates of Convergence to Stationarity for Reflected Brownian Motion (Q5119851) (← links)
• Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity (Q5125075) (← links)
• On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
• On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088) (← links)
• The inert drift atlas model (Q6038451) (← links)
• Dimension-free local convergence and perturbations for reflected Brownian motions (Q6103972) (← links)
• Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
• Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts (Q6617182) (← links)
• Long-time behavior of finite and infinite dimensional reflected Brownian motions (Q6645568) (← links)
• Ergodic control of resource sharing networks: lower bound on asymptotic costs (Q6669138) (← links)