On positive recurrence of constrained diffusion processes
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Publication:1872212
DOI10.1214/aop/1008956699zbMath1018.60081arXivmath/0501018OpenAlexW2073724897MaRDI QIDQ1872212
Rami Atar, Paul Dupuis, Amarjit Budhiraja
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0501018
Stochastic network models in operations research (90B15) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)
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