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• W1488408799 abstract "Abstract Reflected Brownian motion is a continuous‐time continuous‐state Markov process, which is constrained to its finite‐dimensional state space S by a pushing mechanism on the boundary ∂ S of S . In the context of Operations Research and Management Science, the state space S is typically the nonnegative orthant. This article reviews several aspects of reflected Brownian motion on this orthant: its construction, its positive recurrence, and its stationary distribution." @default.
• W1488408799 created "2016-06-24" @default.
• W1488408799 creator A5069071519 @default.
• W1488408799 date "2011-01-01" @default.
• W1488408799 modified "2023-09-27" @default.
• W1488408799 title "Reflected Brownian Motion" @default.
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• W1488408799 doi "https://doi.org/10.1002/9780470400531.eorms0711" @default.
• W1488408799 hasPublicationYear "2011" @default.
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