On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088)
From MaRDI portal
scientific article; zbMATH DE number 5874518
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant |
scientific article; zbMATH DE number 5874518 |
Statements
On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (English)
0 references
5 April 2011
0 references
reflected fractional Brownian motion
0 references
return time
0 references
positive recurrence
0 references
heavy traffic theory
0 references
0 references
0 references
0 references
0 references