• Title of article

    Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications

  • Author/Authors

    Rabehasaina، نويسنده , , Landy، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    22
  • From page
    178
  • To page
    199
  • Abstract
    We consider an N -dimensional reflected process, modeling an infinite capacity fluid queues network, of which service and input rates depend on the queue levels as well as on the state of an exterior ergodic stationary process. N is the number of queues in the network. We prove a monotonicity result for such a process, from which we deduce stability results for networks of queues. Particular attention is paid to the case N = 2 . Next, we give some applications of those stability results.
  • Keywords
    Fluid queues , Stochastic networks , Reflected stochastic differential equation
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2006
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577746