[HTML][HTML] Semimartingales on rays, Walsh diffusions, and related problems of control and stopping
I Karatzas, M Yan - Stochastic Processes and their Applications, 2019 - Elsevier
We introduce a class of continuous planar processes, called “semimartingales on rays”, and
develop for them a change-of-variable formula involving quite general classes of test …
develop for them a change-of-variable formula involving quite general classes of test …
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms
We examine a queue-based random-access algorithm where activation and deactivation
rates are adapted as functions of queue lengths. We establish its heavy traffic behavior on a …
rates are adapted as functions of queue lengths. We establish its heavy traffic behavior on a …
Martingale problem for a Walsh spider process with spinning measure selected from its own local time
M Martinez, I Ohavi - arXiv preprint arXiv:2310.19354, 2023 - arxiv.org
The objective of this article is to prove existence and weak uniqueness of a Walsh spider
diffusion process, whose spinning measure and coefficients are allowed to depend on the …
diffusion process, whose spinning measure and coefficients are allowed to depend on the …
On the diameter of the stopped spider process
E Bednarz, PA Ernst… - Mathematics of Operations …, 2024 - pubsonline.informs.org
We consider the Brownian “spider process,” also known as Walsh Brownian motion, first
introduced by JB Walsh Walsh JB (1978) A diffusion with a discontinuous local time …
introduced by JB Walsh Walsh JB (1978) A diffusion with a discontinuous local time …
Study of QB-CSMA algorithms
E Castiel - 2019 - hal.science
The subject of this thesis is to provide a rigorous analysis of a communication scheme. This
analysis is carried out in the mathematical context of queueing theory, the study of …
analysis is carried out in the mathematical context of queueing theory, the study of …