Long time asymptotics for constrained diffusions in polyhedral domains
By A. Budhiraja, Chihoon Lee. 2007
71 citations recorded by the source corpus.
Subfields: Management Information Systems, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/57211dda0858399080c57ad5e0d49f538b4c0670
How researchers see this paper
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In Management Information Systems
In Statistics and Probability
- Peter W. Glynn
- Assaf J. Zeevi
- Itai Gurvich
- Jim G. Dai
- Anton Braverman
- Christiane Lemieux
- Yacine Aït-Sahalia
- Jialin Yu
Citations in the corpus
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues. (2014, result): “Extending our results to DMs with reflection seems to present a challenge insofar as the theory of PDEs that arise from the Poisson equation for such networks is less developed and poses a challenge in terms of the gradient bounds that are central to our analysis here; see, for example, [5], where t”
- Bounding Stationary Expectations of Markov Processes (2008, background): “In Section 2, we explore such conditions that support the upper bound (5), and in Section 3 we develop conditions that support the derivation of the lower bound (7).”
- Convergence rates for rank-based models with applications to portfolio theory (2011, unknown): “16 in [9].”