An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries

Annals of Applied Probability

Volumn 17, Issue 2, 2007, Pages 741-779

  Kang, W ^a   Williams, R J ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Invariance principle; Oscillation inequality; Piecewise smooth domain; Semimartingale reflecting Brownian motion; Skorokhod problem; Stochastic networks

Indexed keywords

EID: 51149097777     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000899     Document Type: Article

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