Regulations dÉterminates et stochastiques dans le premier “orthant” de RN
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Publication:3349738
DOI10.1080/17442509108833680zbMath0727.60109OpenAlexW1967859758MaRDI QIDQ3349738
Ahmed El Kharroubi, Alain Bernard
Publication date: 1991
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509108833680
Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Markov processes (60J99)
Related Items (31)
Fluid and heavy traffic diffusion limits for a generalized processor sharing model ⋮ Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant ⋮ Stationarity and control of a tandem fluid network with fractional Brownian motion input ⋮ Probability of total domination for transient reflecting processes in a quadrant ⋮ Fluid limits of a loss storage network ⋮ Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation ⋮ Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources ⋮ A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic ⋮ A new family of positive recurrent semimartingale reflecting Brownian motions in an orthant ⋮ The Skorohod oblique reflection problem in time-dependent domains ⋮ State space collapse and stability of queueing networks ⋮ Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones ⋮ On converse Lyapunov theorems for fluid network models ⋮ Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence ⋮ Positive recurrence for reflecting Brownian motion in higher dimensions ⋮ Bounds on exponential moments of hitting times for reflected processes on the positive orthant ⋮ Stochastic variational inequalities with oblique subgradients ⋮ On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant ⋮ Diffusion approximations for multiclass queueing networks under preemptive priority service discipline ⋮ State space collapse for asymptotically critical multi-class fluid networks ⋮ Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity ⋮ Uniqueness for index-one differential variational inequalities ⋮ Positive recurrence of reflecting Brownian motion in three dimensions ⋮ A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. ⋮ Lyapunov method for the stability of fluid networks ⋮ Regulating functions on partially ordered sets ⋮ Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de ⋮ A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant ⋮ Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant ⋮ A differential game with constrained dynamics and viscosity solutions of a related HJB equation ⋮ The stability of the deterministic Skorokhod problem is undecidable
Cites Work
- Reflected Brownian motion on an orthant
- A boundary property of semimartingale reflecting Brownian motions
- Open Queueing Networks in Heavy Traffic
- Stochastic differential equations with reflecting boundary conditions
- Brownian models of open queueing networks with homogeneous customer populations∗
- Completely- matrices
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