Bounds on exponential moments of hitting times for reflected processes on the positive orthant
Year of publication: |
2012
|
---|---|
Authors: | Lee, Chihoon |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 6, p. 1120-1128
|
Publisher: |
Elsevier |
Subject: | Reflected fractional Brownian motion | Reflected Lévy process | Heavy traffic theory | First hitting times | Exponential moments |
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