Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
- 1 September 1993
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 96 (3) , 283-317
- https://doi.org/10.1007/bf01292674
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State AnalysisThe Annals of Applied Probability, 1992
- On lipschitz continuity of the solution mapping to the skorokhod problem, with applicationsStochastics and Stochastic Reports, 1991
- Regulations dÉterminates et stochastiques dans le premier “orthant” de RNStochastics and Stochastic Reports, 1991
- The QNET method for two-moment analysis of open queueing networksQueueing Systems, 1990
- Brownian Models of Queueing Networks with Heterogeneous Customer PopulationsPublished by Springer Nature ,1988
- Uniqueness for diffusions with piecewise constant coefficientsProbability Theory and Related Fields, 1987
- Markov ProcessesPublished by Wiley ,1986
- Reflected Brownian Motion on an OrthantThe Annals of Probability, 1981
- Completely- matricesMathematical Programming, 1980
- Estimates of harmonic measureArchive for Rational Mechanics and Analysis, 1977