Limit Theorems for Stochastic Differential Equations with Discontinuous Coefficients.
Jie RenXicheng ZhangPublished in: SIAM J. Math. Anal. (2011)
Keyphrases
- limit theorems
- brownian motion
- heavy traffic
- stochastic differential equations
- queue length
- steady state
- long run
- confidence intervals
- maximum a posteriori estimation
- queueing networks
- asymptotically optimal
- single server
- wavelet coefficients
- arrival rate
- call center
- fractional brownian motion
- stochastic process
- additive gaussian noise
- reinforcement learning
- test set
- special case