On pathwise rate conservation for a class of semi-martingales

DOI10.1016/0304-4149(93)90098-OzbMath0786.60061OpenAlexW1988878630MaRDI QIDQ689175

Vivek Badrinath, Fabrice M. Guillemin, Ravi R. Mazumdar, 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

zbMATH Keywords

Ornstein-Uhlenbeck processlocal timeergodic processescharacterization of invariant distributionrate conservation principle

Mathematics Subject Classification ID

Related Items (4)

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

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• Level Crossings in Point Processes Applied to Queues: Single-Server Case
• On the relation between customer and time averages in queues
• Rate conservation for stationary processes

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