Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369)

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Exponential ergodicity and convergence for generalized reflected Brownian motion
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    Exponential ergodicity and convergence for generalized reflected Brownian motion (English)
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    19 December 2019
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    Brownian queue
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    exponential ergodicity
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    Foster-Lyapunov stability
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    O'Connell-Yor process
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    reflected Brownian motion
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