搜索结果: 1-1 共查到“管理科学与工程 The Ornstein-Uhlenbeck process”相关记录1条 . 查询时间(0.012 秒)
Properties of the Reflected Ornstein-Uhlenbeck Process
diffusion approximation Ornstein–Uhlenbeck process refl ecting diffusion steady-state
2015/7/8
Consider an Ornstein–Uhlenbeck process with reflection at the origin. Such a process arises as an approximating process both for queueing systems with reneging or state-dependent balking and for multi...