Asymptotic Expansion of Stationary Distribution for Reflected Brownian Motion in the Quarter Plane via Analytic Approach
Author:
Affiliation:
1. Laboratoire de Mathématiques et Physique Théorique, Université de Tours, Parc de Grandmont, 37200 Tours, France
2. Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, 4 Place Jussieu, 75252 Paris Cedex 05, France
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Reference41 articles.
1. Analysis of Models Reducible to a Class of Diffusion Processes in the Positive Quarter Plane
2. Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis
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