On positive recurrence of constrained diffusion processes

Annals of Probability

Volumn 29, Issue 2, 2001, Pages 979-1000

  Atar, Rami ^a   Budhiraja, Amarjit ^b   Dupuis, Paul ^c  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b University of North Carolina at Chapel Hill   (United States)

^c BROWN UNIVERSITY   (United States)

Author keywords

Constrained ordinary differential equation; Constrained processes; Invariant measures; Law of large numbers; Positive recurrence; Queueing systems; Skorokhod problem; Stability

Indexed keywords

EID: 0035621705     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1008956699     Document Type: Article

References (21)

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