Pages that link to "Item:Q1766065"
From MaRDI portal
The following pages link to A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (Q1766065):
Displaying 6 items.
- Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones (Q383236) (← links)
- Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497) (← links)
- Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution (Q833094) (← links)
- Large deviations analysis for distributed algorithms in an ergodic Markovian environment (Q843968) (← links)
- A characterization of the reflected quasipotential (Q901246) (← links)
- Large deviations: An introduction to 2007 Abel prize (Q943020) (← links)