Let X be a Lévy process and V the reflection at boundaries 0 and b> 0. A number of
properties of V are studied, with particular emphasis on the behaviour at the upper boundary …

This paper studies one‐dimensional Ornstein–Uhlenbeck (OU) processes, with the
distinguishing feature that they are reflected on a single boundary (put at level 0) or two …

Reflecting diffusion processes arise as approximations to stochastic models associated with
a wide variety of different applications domains, including communications networks …

This paper studies the rate of convergence to equilibrium for two diffusion models that arise
naturally in the queueing context: two-sided reflected Brownian motion and the Ornstein …

arXiv:1601.05653v1 [math.PR] 21 Jan 2016 Page 1 arXiv:1601.05653v1 [math.PR] 21 Jan 2016
A note on the central limit theorem for a one-sided reflected Ornstein-Uhlenbeck process Michel …

Let X be a jump diffusion, then its reflection at the boundaries 0 and b> 0 forms the process
V. The amount by which V must reflect to stay within its boundaries is added to a process …

This dissertation is divided into two parts, the first of which revolves around rates of
convergence to equilibrium for single-server queues (consisting of Chapters 2 and 3) and …

We give an account of the characteristics that result from reflecting a drifting local martingale
(ie the sum of a local martingale and a multiple of its quadratic variation process) in 0 and b> …

Let X be a Lévy process and V the reflection at boundaries 0 and b> 0. A number of
properties of V are studied, with particular emphasis on the behaviour at the upper boundary …