Dai, J.; Harrison, J. - In: Mathematical Methods of Operations Research 75 (2012) 2, pp. 135-147
Let Z = {Z(t), t ≥ 0} be a semimartingale reflecting Brownian motion that lives in the three-dimensional non-negative orthant. A <CitationRef CitationID="CR7">2002</CitationRef> paper by El Kharroubi, Ben Tahar and Yaacoubi gave sufficient conditions for positive recurrence of Z. Recently Bramson, Dai and Harrison have shown that...</citationref>