Rates of Convergence to Stationarity for Reflected Brownian Motion
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Publication:5119851
DOI10.1287/moor.2019.1006zbMath1459.60168arXiv1601.04111OpenAlexW3016733004MaRDI QIDQ5119851
Publication date: 1 September 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.04111
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Diffusion processes (60J60)
Related Items (2)
Efficient Steady-State Simulation of High-Dimensional Stochastic Networks ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions
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