Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.
Piera, Francisco J.; Mazumdar, Ravi R.
Electronic Journal of Probability [electronic only] (2008)
- Volume: 13, page 1886-1908
- ISSN: 1083-589X
Access Full Article
top
How to cite
topPiera, Francisco J., and Mazumdar, Ravi R.. "Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.." Electronic Journal of Probability [electronic only] 13 (2008): 1886-1908. <http://eudml.org/doc/232094>.
@article{Piera2008,
author = {Piera, Francisco J., Mazumdar, Ravi R.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {jump-diffusion processes; pathwise comparisons; state-dependent oblique reflection; Skorokhod maps; stability; ergodicity},
language = {eng},
pages = {1886-1908},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.},
url = {http://eudml.org/doc/232094},
volume = {13},
year = {2008},
}
TY - JOUR
AU - Piera, Francisco J.
AU - Mazumdar, Ravi R.
TI - Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1886
EP - 1908
LA - eng
KW - jump-diffusion processes; pathwise comparisons; state-dependent oblique reflection; Skorokhod maps; stability; ergodicity
UR - http://eudml.org/doc/232094
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.