Stability of Constrained Markov-Modulated Diffusions (Q2925350)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of Constrained Markov-Modulated Diffusions |
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Stability of Constrained Markov-Modulated Diffusions (English)
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21 October 2014
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Markov-modulated diffusions
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switching diffusions
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diffusions in random environment
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Skorohod problem
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reflected diffusions
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geometric ergodicity
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invariant measures
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moment stability
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Poisson's equation
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heavy traffic approximations
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semimartingale reflected Brownian motion
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