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Positive recurrence for reflecting Brownian motion in higher dimensions.
Maury Bramson
Published in:
Queueing Syst. Theory Appl. (2011)
Keyphrases
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brownian motion
optimal stopping
stochastic process
differential equations
diffusion process
optimal control
stochastic processes
heavy traffic
vector valued
poisson process
queue length
multiscale
heavy tailed
optimal solution
stochastic differential equations