Long time asymptotics for constrained diffusions in polyhedral domains

DOI10.1016/j.spa.2006.11.007zbMath1119.60066OpenAlexW2167531897MaRDI QIDQ2372462

Amarjit Budhiraja, Chihoon Lee

Publication date: 27 July 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.11.007

zbMATH Keywords

functional central limit theoremsheavy trafficPoisson equationV-uniform ergodicitygeometric ergodicitysemimartingale reflecting Brownian motionmoment stabilityconstrained diffusions\(\varphi\)-irreducibility

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Stochastic stability in control theory (93E15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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