Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions

The Annals of Probability ◽

10.1214/aop/1176992259 ◽

1987 ◽

Vol 15 (1) ◽

pp. 115-137 ◽

Author(s):

J. M. Harrison ◽

R. J. Williams

Keyword(s):

Stationary Distributions ◽

Brownian Motions

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Stationary distributions for two-dimensional sticky Brownian motions: Exact tail asymptotics and extreme value distributions

Science China Mathematics ◽

10.1007/s11425-019-1700-2 ◽

2021 ◽

Author(s):

Hongshuai Dai ◽

Yiqiang Q. Zhao

Keyword(s):

Extreme Value ◽

Tail Asymptotics ◽

Two Dimensional ◽

Extreme Value Distributions ◽

Stationary Distributions ◽

Brownian Motions ◽

Exact Tail Asymptotics

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THE STATIONARY DISTRIBUTIONS AND THE STEADY PROBABILITY CURRENTS OF ONE-DIMENSIONAL DIFFUSION PROCESSES UNDER NON-LOCAL BOUNDARY CONDITIONS

Acta Mathematica Scientia ◽

10.1016/s0252-9602(18)30713-6 ◽

1981 ◽

Vol 1 (2) ◽

pp. 195-206

Author(s):

Chengxun Wu ◽

Maozheng Guo

Keyword(s):

Boundary Conditions ◽

Diffusion Processes ◽

Stationary Distributions ◽

One Dimensional ◽

Local Boundary ◽

Dimensional Diffusion ◽

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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

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Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

10.21236/ada614716 ◽

2014 ◽

Author(s):

Tyrone E. Duncan ◽

Bozenna Pasik-Duncan

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Brownian Motions ◽

Fractional Brownian Motions

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Completely Continuous Representation of Arboriform Brownian Motions

SSRN Electronic Journal ◽

10.2139/ssrn.1830991 ◽

2011 ◽

Author(s):

Yuta Motoyama

Keyword(s):

Continuous Representation ◽

Brownian Motions ◽

Completely Continuous

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A STOCHASTIC EVOLUTIONARY DYNAMICS OF POTENTIAL GAMES WITH CONTINUOUS AGENTS AND AN ESTIMATION METHOD OF THEIR STATIONARY DISTRIBUTIONS

Journal of Japan Society of Civil Engineers Ser D3 (Infrastructure Planning and Management) ◽

10.2208/jscejipm.76.2_138 ◽

2020 ◽

Vol 76 (2) ◽

pp. 138-155

Author(s):

Takeshi NAGAE ◽

Daijiro MIZUTANI

Keyword(s):

Evolutionary Dynamics ◽

Estimation Method ◽

Potential Games ◽

Stationary Distributions

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Isolated singularities in the heat equation behaving like fractional Brownian motions

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2021.125322 ◽

2021 ◽

pp. 125322

Author(s):

Mikihiro Fujii ◽

Izumi Okada ◽

Eiji Yanagida

Keyword(s):

Heat Equation ◽

Isolated Singularities ◽

Brownian Motions ◽

Fractional Brownian Motions

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Sticky Brownian Motions and a Probabilistic Solution to a Two-Point Boundary Value Problem

Mathematical Physics Analysis and Geometry ◽

10.1007/s11040-021-09383-5 ◽

2021 ◽

Vol 24 (2) ◽

Author(s):

Thu Dang Thien Nguyen

Keyword(s):

Boundary Value Problem ◽

Boundary Value ◽

Point Boundary ◽

Brownian Motions ◽

Probabilistic Solution

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Stationary Distributions of the Negative Exponential Type for the Infinite Dam

Journal of the Royal Statistical Society Series B (Methodological) ◽

10.1111/j.2517-6161.1957.tb00270.x ◽

1957 ◽

Vol 19 (2) ◽

pp. 342-351 ◽

Author(s):

J. Gani ◽

N. U. Prabhu

Keyword(s):

Exponential Type ◽

Stationary Distributions ◽

Negative Exponential

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Quasi-stationary distributions for models of heterogeneous catalysis

Physica A Statistical Mechanics and its Applications ◽

10.1016/s0378-4371(04)00875-1 ◽

2004 ◽

Vol 343 ◽

pp. 525-542

Author(s):

M DEOLIVEIRA ◽

R DICKMAN

Keyword(s):

Heterogeneous Catalysis ◽

Stationary Distributions

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