Collection

Special Issue: Reflected Brownian Motion

Submission status
Closed

Reflected Brownian Motion (RBM) forms an important research domain in probability, with strong links within queueing theory. A famous example is Heavy Traffic Limits theorems for Queueing Networks which determine convergences of queues towards RBM. This Special Issue aims to publish articles on reflected stochastic processes and their applications in other fields of mathematics.

This special issue has been motivated by the conference “40 years of reflected Brownian motion and related topics” (>https://40yearsofrbm.wp.imt.fr/), which will be held in April 2023. Thus in the same spirit of the conference, it intends to reflect the diversity of RBM topics: from the historical beginnings of the study of RBM to new developments and applications. The call for articles is open to all (not only to conference participants).

We identify a few key topics (the following list is non-exhaustive!):

• RBM and queuing systems/risk models

• RBM and boundary value problems / complex analysis / asymptotic techniques

• RBM in higher dimension

• Pathwise properties of RBM

• RBM as an exactly solvable model (exponential stationary distributions, etc.)

• Stochastic processes related to RBM (reflected diffusions in polyhedral domains, etc.)

• The history of RBM

Call for Papers Flyer: Reflected Brownian Motion

Editors

Articles (1 in this collection)