A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant (Q2660754)
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scientific article; zbMATH DE number 7330120
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| English | A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant |
scientific article; zbMATH DE number 7330120 |
Statements
A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant (English)
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31 March 2021
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semimartingale reflecting Brownian motion in an orthant
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linear Skorohod problem
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positive recurrence
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stationary distribution
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0.88962322473526
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0.8784676790237427
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0.8735537528991699
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0.8733037710189819
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