Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence.
Shuaibin GaoXiaotong LiZhuoqi LiuPublished in: Appl. Math. Comput. (2023)
Keyphrases
- stationary distribution
- markov chain
- state dependent
- loss probability
- markov process
- product form
- random walk
- stochastic process
- queue length
- queueing networks
- first order logic
- transition probabilities
- steady state
- higher order
- initial state
- sufficient conditions
- queueing model
- service rates
- service times
- asymptotically optimal
- optimal policy