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

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

scholarly journals Positive recurrence of reflecting Brownian motion in three dimensions

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
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