REFLECTED BROWNIAN-MOTION ON AN ORTHANT

被引：256

作者：

HARRISON, JM ^{[1
]}

REIMAN, MI ^{[1
]}

机构：

[1] BELL TEL LABS INC,MURRAY HILL,NJ 07974

来源：

ANNALS OF PROBABILITY | 1981年 / 9卷 / 02期

关键词：

D O I：

10.1214/aop/1176994471

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：302 / 308

页数：7

共 11 条

[1]

HARRISON JC, UNPUBLISHED

[2] DIFFUSION APPROXIMATION FOR TANDEM QUEUES IN HEAVY TRAFFIC [J].

HARRISON, JM .

ADVANCES IN APPLIED PROBABILITY, 1978, 10 (04) :886-905

[3] SUPREMUM DISTRIBUTION OF A LEVY PROCESS WITH NO NEGATIVE JUMPS [J].

HARRISON, JM .

ADVANCES IN APPLIED PROBABILITY, 1977, 9 (02) :417-422

[4] ON SQUARE INTEGRABLE MARTINGALES [J].

KUNITA, H ;

WATANABE, S .

NAGOYA MATHEMATICAL JOURNAL, 1967, 30 (AUG) :209-&

[5] NETWORKS OF QUEUES - SURVEY OF WEAK CONVERGENCE RESULTS [J].

LEMOINE, AJ .

MANAGEMENT SCIENCE, 1978, 24 (11) :1175-1193

[6]

McKean H. P, 1969, STOCHASTIC INTEGRALS

[7]

REIMAN MI, 1977, THESIS STANFORD U

[8]

Skorokhod AV., 1961, THEOR PROBAB APPL+, V6, P287, DOI [DOI 10.1137/1106035, 10.1137/1106035]

[9] DIFFUSION PROCESSES WITH BOUNDARY CONDITIONS [J].

STROOCK, DW ;

VARADHAN, SR .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1971, 24 (02) :147-&

[10] DISCRETE DYNAMIC PROGRAMMING WITH SENSITIVE DISCOUNT OPTIMALITY CRITERIA [J].

VEINOTT, AF .

ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (05) :1635-&

← 1 2 →