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Volumn 37, Issue 1, 2005, Pages 212-228

On product-form stationary distributions for reflected diffusions with jumps in the positive orthant

Author keywords

Diffusion; Jump; Local time; Product form; Reflection map; Semimartingale; Stationary distribution

Indexed keywords

BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; LAPLACE TRANSFORMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY;

EID: 17744388801     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1113402406     Document Type: Article
Times cited : (6)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.