Reflected Brownian motion in the quarter plane: An equivalence based on time reversal
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DOI: 10.1016/j.spa.2021.12.003
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- Ernst, Philip A. & Franceschi, Sandro & Huang, Dongzhou, 2021. "Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 634-670.
- Martin I. Reiman, 1984. "Open Queueing Networks in Heavy Traffic," Mathematics of Operations Research, INFORMS, vol. 9(3), pages 441-458, August.
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- Sandro Franceschi & Kilian Raschel, 2022. "A dual skew symmetry for transient reflected Brownian motion in an orthant," Queueing Systems: Theory and Applications, Springer, vol. 102(1), pages 123-141, October.
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Keywords
Reflection mapping; Queueing network; Heavy traffic; Diffusion approximation;All these keywords.
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