Budhiraja, Amarjit; Lee, Chihoon - In: Stochastic Processes and their Applications 117 (2007) 8, pp. 1014-1036
We study long time asymptotic properties of constrained diffusions that arise in the heavy traffic analysis of multiclass queueing networks. We first consider the classical diffusion model with constant coefficients, namely a semimartingale reflecting Brownian motion (SRBM) in a d-dimensional...