Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
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Publication:1186296
DOI10.1214/AOAP/1177005771zbMATH Open0786.60107OpenAlexW2051693911WikidataQ89284511 ScholiaQ89284511MaRDI QIDQ1186296FDOQ1186296
Authors: J. G. Dai, J. Michael Harrison 
Publication date: 28 June 1992
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005771
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- A dual skew symmetry for transient reflected Brownian motion in an orthant
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