Exact Simulation of Non-Stationary Reflected Brownian Motion-Reference-Cited by-同舟云学术

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Exact Simulation of Non-Stationary Reflected Brownian Motion

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Mousavi Mohammad,Glynn Peter W.

Publisher

Elsevier BV

Reference21 articles.

1. Queueing simulation in heavy traffic;S Asmussen;Mathematics of Operations Research,1992

2. Discretization error in simulation of onedimensional reflecting brownian motion;S Asmussen;The Annals of Applied Probability,1995

3. A Markov chain approach to periodic queues;S Asmussen;Journal of Applied Probability,1987

4. On queues with periodic inputs;N Bambos;Journal of Applied Probability,1989

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary;Cogent Mathematics;2017-01-01

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