Spinning Brownian motion
Cargando...
Fecha
2015-11
Autores
Profesor/a Guía
Facultad/escuela
Idioma
en
Título de la revista
ISSN de la revista
Título del volumen
Editor
Elsevier
Nombre de Curso
Licencia CC
Atribución 4.0 Internacional (CC BY 4.0)
Licencia CC
https://creativecommons.org/licenses/by/4.0/deed.es
Resumen
We prove strong existence and uniqueness for a reflection process X in a smooth, bounded domain D that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter S, which only changes when X is on the boundary of D according to a physical rule. The process (X,S) is a degenerate diffusion. We show uniqueness of the stationary distribution by using techniques based on excursions of X from ∂D, and an associated exit system. We also show that the process admits a submartingale formulation and use related results to show examples of the stationary distribution. © 2015 Elsevier B.V. All rights reserved.
Notas
Indexación: Scopus
Palabras clave
Queue, Functional Law of the Iterated Logarithm, Queue Length
Citación
DOI
10.1016/j.spa.2015.06.005