28 citations · 31 across the 9 of their papers we have counts for
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math.PR2007
The Skorokhod problem in a time-dependent interval
Krzysztof Burdzy, Weining Kang, Kavita Ramanan
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Movi…
math.PR2007
Markov processes with product-form stationary distribution
Krzysztof Burdzy, David White
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate c…