On Positive Recurrence of Constrained Diffusion Processes

The Annals of Probability 2001 / 04 Vol. 29; Iss. 2

On Positive Recurrence of Constrained Diffusion Processes

Rami Atar, Amarjit Budhiraja and Paul Dupuis
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Volume:
29
Language:
english
Journal:
The Annals of Probability
DOI:
10.2307/2691999
Date:
April, 2001
File:
PDF, 1.11 MB
english, 2001
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