On pathwise rate conservation for a class of semi-martingales

DOI10.1016/0304-4149(93)90098-OzbMATH Open0786.60061OpenAlexW1988878630MaRDI QIDQ689175FDOQ689175

Authors: Vivek Badrinath, Ravi R. Mazumdar, Fabrice M. Guillemin, Catherine P. Rosenberg 

Publication date: 9 December 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90098-o

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zbMATH Keywords

Ornstein-Uhlenbeck processlocal timeergodic processescharacterization of invariant distributionrate conservation principle

Mathematics Subject Classification ID

Diffusion processes (60J60) Stationary stochastic processes (60G10) Sample path properties (60G17) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Cites Work

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Cited In (4)

• Single-server queues with spatially distributed arrivals
• Further applications of a general rate conservation law
• Forward equations for reflected diffusions with jumps
• Rate conservation laws: A survey

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