Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence.
Jiangang DaiJ. Michael HarrisonPublished in: Math. Methods Oper. Res. (2012)
Keyphrases
- sufficient conditions
- brownian motion
- differential equations
- stochastic process
- optimal control
- diffusion process
- poisson process
- stochastic processes
- heavy traffic
- vector valued
- exponential stability
- queue length
- closed form solutions
- asymptotic stability
- markov chain
- stochastic model
- probability distribution
- image processing
- pairwise