A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant

DOI10.1515/ROSE-2020-2036MaRDI QIDQ2660754zbMATH OpenOpenAlexFDO

Authors Abdelhak Yaacoubi

Publication date 31 March 2021

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2020-2036

zbMATH Keywords

linear Skorohod problempositive recurrencesemimartingale reflecting Brownian motion in an orthantstationary distribution

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Diffusion processes (60J60) Brownian motion (60J65) Queueing theory (aspects of probability theory) (60K25)

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Cites work

• A boundary property of semimartingale reflecting Brownian motions
• A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant
• Brownian models of open queueing networks with homogeneous customer populations^∗
• Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
• scientific article; zbMATH DE number 3650737 (Why is no real title available?)
• Lyapunov functions for semimartingale reflecting Brownian motions
• On the stability of the linear Skorokhod problem in an orthant
• Open Queueing Networks in Heavy Traffic
• Positive recurrence of reflecting Brownian motion in three dimensions
• Recurrence and transience of reflecting Brownian motion in the quadrant
• Recurrence classification and invariant measure for reflected Brownian motion in a wedge
• Regulations dÉterminates et stochastiques dans le premier “orthant” de R^N
• Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de

Cited in

(5)

• Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
• scientific article; zbMATH DE number 4878 (Why is no real title available?)
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• Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
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