Yaglom limit for Stochastic Fluid Models

DOI10.1017/apr.2020.71zbMath1522.60063arXiv1908.10827MaRDI QIDQ6324342

Małgorzata M. O'Reilly, Nigel G. Bean, Zbigniew Palmowski

Publication date: 28 August 2019

Mathematics Subject Classification ID

76M35: Stochastic analysis applied to problems in fluid mechanics

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

60J27: Continuous-time Markov processes on discrete state spaces