Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications (Q1039072)
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scientific article; zbMATH DE number 5636556
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| English | Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications |
scientific article; zbMATH DE number 5636556 |
Statements
Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications (English)
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20 November 2009
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jump-diffusion processes
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pathwise comparisons
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state-dependent oblique reflection
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Skorokhod maps
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stability
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ergodicity
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0.8208622932434082
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0.7571476101875305
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0.7494799494743347
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0.7413143515586853
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