Positive recurrence for reflecting Brownian motion in higher dimensions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Link
http://link.springer.com/content/pdf/10.1007/s11134-011-9211-8.pdf
Reference18 articles.
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2. Bramson, M.: A positive recurrent reflecting Brownian motion with divergent fluid path. To appear in Ann. Appl. Probab. (2011)
3. Bramson, M., Dai, J.G., Harrison, J.M.: Positive recurrence of reflecting Brownian motion in three dimensions. Ann. Appl. Probab. 20, 753–783 (2010)
4. Budhiraja, A., Dupuis, P.: Simple necessary and sufficient conditions for the stability of constrained processes. SIAM J. Appl. Math. 59, 1686–1700 (1999)
5. Dai, J.G., Harrison, J.M.: Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence. To appear in Math. Meth. Oper. Res. (2011)
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