On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
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Publication:4676434
DOI10.1239/aap/1113402406zbMath1064.60168OpenAlexW2133972421MaRDI QIDQ4676434
Ravi R. Mazumdar, Francisco J. Piera, Fabrice M. Guillemin
Publication date: 3 May 2005
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1113402406
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Related Items (3)
Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections ⋮ Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit ⋮ A note on jump Atlas models
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