scientific article; zbMATH DE number 4066076

MaRDI QIDQ3799446zbMATH OpenFDO

Authors R. J. Williams

Publication date 1988

zbMATH Keywords

queueing theoryreflected Brownian motionstime-reversal of a stationary reflected Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

Recommendations

• A note on reflecting Brownian motions
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Cited in

(8)

• Reflected Brownian motion with skew symmetric data in a polyhedral domain
• A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
• Multidimensional reflected Brownian motions having exponential stationary distributions
• A note on reflecting Brownian motions
• Filtering of a reflected Brownian motion with respect to its local time
• Reversal property of the Brownian tree
• Structure-reversibility of a two-dimensional reflecting random walk and its application to queueing network
• A trivial observation on time reversal in random matrix theory

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