Dec 30, 2008 · Let Z be a two-dimensional Brownian motion confined to the non-negative quadrant by oblique reflection at the boundary.
We consider semimartingale reflected Brownian motion in the positive orthant. In the interior of the orthant, it behaves as a Brownian motion with a constant ...
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Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution · J. Harrison, J. Hasenbein · Published in Queueing Syst. Theory Appl. 1 ...
Reflected Brownian motion in the quadrant: tail behavior of the ...
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Dec 30, 2008 · Abstract Let Z be a two-dimensional Brownian motion confined to the non-negative quadrant by oblique reflection at the boundary.
May 11, 2016 · Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution. Queueing Syst., 61(2-3):113–138. Harrison, J. M. ...
Feb 15, 2011 · Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution. ... The stationary distribution of reflected Brownian ...
For Brownian motion in a (two-dimensional) wedge with negative drift and oblique reflection on the axes, we derive an explicit formula for the Laplace ...
Feb 15, 2011 · Reflected Brownian motion is a continuous-time continuous-state Markov process, which is constrained to its finite-dimensional state space S ...
Hasenbein, Reflected Brownian motion in the quadrant: tail behavior of the stationary distribution. Queueing. Syst. 61 (2009) 113–138. [22] J. Harrison and M ...
We consider the exponential decay rate of the stationary tail probabilities of reflected Brownian motion X in the N-dimensional orthant R + N having drift b ...