Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections (Q3516401)
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scientific article; zbMATH DE number 5306876
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| English | Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections |
scientific article; zbMATH DE number 5306876 |
Statements
Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections (English)
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5 August 2008
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diffusion
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jumps
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reflection map
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regulator process
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local time
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semimartingale
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stationary distribution
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product form
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0.8882849812507629
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0.8208622932434082
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0.7973464727401733
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0.7805835008621216
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