On positive recurrence of constrained diffusion processes (Q1872212)

Let \(G\subset R^k\) be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces \(\{G_i\), \(i=1,\dots, N\}\). Then for a class of diffusion processes constrained to take values in \(G\) explicit conditions on the drift coefficient are given under which the processes are positive recurrent and have a unique invariant measure. E.g., for the treatment of heavy traffic diffusion models an advantage is reached as the usual assumptions on the drift and diffusion coefficient to be constant are weakened. (Condition 2.1 is incompletely printed.).