Reflected Brownian motion on an orthant
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Publication:1152910
DOI10.1214/aop/1176994471zbMath0462.60073OpenAlexW2063664948MaRDI QIDQ1152910
J. Michael Harrison, Martin I. Reiman
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994471
Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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