Positive recurrence of reflecting Brownian motion in three dimensions

The Annals of Applied Probability ◽

10.1214/09-aap631 ◽

2010 ◽

Vol 20 (2) ◽

pp. 753-783 ◽

Author(s):

Maury Bramson ◽

J. G. Dai ◽

J. M. Harrison

Keyword(s):

Brownian Motion ◽

Three Dimensions ◽

Reflecting Brownian Motion ◽

Positive Recurrence

Download Full-text

Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence

Mathematical Methods of Operations Research ◽

10.1007/s00186-010-0304-7 ◽

2012 ◽

Vol 75 (2) ◽

pp. 135-147 ◽

Author(s):

J. G. Dai ◽

J. M. Harrison

Keyword(s):

Brownian Motion ◽

Sufficient Conditions ◽

Three Dimensions ◽

Reflecting Brownian Motion ◽

Positive Recurrence

Download Full-text

A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant

10.1214/aoap/1034968226 ◽

1996 ◽

Vol 6 (3) ◽

pp. 758-765 ◽

Author(s):

Hong Chen

Keyword(s):

Brownian Motion ◽

Sufficient Condition ◽

Reflecting Brownian Motion ◽

Positive Recurrence ◽

Semimartingale Reflecting Brownian Motion

Download Full-text

Positive recurrence for reflecting Brownian motion in higher dimensions

Queueing Systems ◽

10.1007/s11134-011-9211-8 ◽

2011 ◽

Vol 69 (3-4) ◽

pp. 203-215 ◽

Author(s):

Maury Bramson

Keyword(s):

Brownian Motion ◽

Higher Dimensions ◽

Reflecting Brownian Motion ◽

Positive Recurrence

Download Full-text

The semimartingale structure of reflecting Brownian motion

Proceedings of the American Mathematical Society ◽

10.1090/s0002-9939-1990-1007487-8 ◽

1990 ◽

Vol 108 (4) ◽

pp. 1007-1007 ◽

Author(s):

Richard F. Bass ◽

Pei Hsu

Keyword(s):

Brownian Motion ◽

Reflecting Brownian Motion

Download Full-text

On Some Connections between Potential Theory and Excursions of Reflecting Brownian Motion

Mathematische Nachrichten ◽

10.1002/mana.19981930108 ◽

1998 ◽

Vol 193 (1) ◽

pp. 75-91

Author(s):

Reinhard Lang

Keyword(s):

Brownian Motion ◽

Potential Theory ◽

Reflecting Brownian Motion

Download Full-text

Simultaneous boundary hitting for a two point reflecting Brownian motion

Lecture Notes in Mathematics - Séminaire de Probabilités XXIII ◽

10.1007/bfb0083975 ◽

1989 ◽

pp. 234-238

Author(s):

M. Cranston ◽

Y. Le Jan

Keyword(s):

Brownian Motion ◽

Reflecting Brownian Motion

Download Full-text

Some remarks on perturbed reflecting Brownian motion

Lecture Notes in Mathematics - Séminaire de Probabilités XXIX ◽

10.1007/bfb0094198 ◽

1995 ◽

pp. 37-43 ◽

Author(s):

Wendelin Werner

Keyword(s):

Brownian Motion ◽

Reflecting Brownian Motion

Download Full-text

A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion

Stochastic Processes and their Applications ◽

10.1016/0304-4149(88)90038-5 ◽

1988 ◽

Vol 29 (2) ◽

pp. 209-222 ◽

Author(s):

Antonella Calzolari ◽

Cristina Costantini ◽

Federico Marchetti

Keyword(s):

Monte Carlo ◽

Brownian Motion ◽

Confidence Interval ◽

Monte Carlo Methods ◽

Reflecting Brownian Motion

Download Full-text

On the Symmetry of a Reflecting Brownian Motion Defined by Skorohod's Equation for a Multi-Dimensional Domain

Tokyo Journal of Mathematics ◽

10.3836/tjm/1270134524 ◽

1987 ◽

Vol 10 (2) ◽

pp. 419-435 ◽

Author(s):

Yasumasa SAISHO ◽

Hiroshi TANAKA

Keyword(s):

Brownian Motion ◽

Reflecting Brownian Motion ◽

Dimensional Domain

Download Full-text

On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes

Periodica Mathematica Hungarica ◽

10.1007/s10998-011-5075-2 ◽

2011 ◽

Vol 62 (1) ◽

pp. 75-101 ◽

Author(s):

Paavo Salminen ◽

Marc Yor

Keyword(s):

Brownian Motion ◽

Hitting Times ◽

Bessel Processes ◽

Reflecting Brownian Motion

Download Full-text