On the first passage times of reflected O-U processes with two-sided barriers

Applied Probability and Queues.

Upendra Dave, Søren Asmussen · Journal of the Operational Research Society · 1987 · 2.8K citations

Business, Computer Science, Probability Theory +11

Brownian Motion and Stochastic Flow Systems.

J. F. C. Kingmán, J. Michael Harrison · Journal of the Royal Statistical Society Series D (The Statistician) · 1987 · 1.1K citations

Engineering, Industrial Engineering, Queuing Theory +15

Stochastic differential equations with reflecting boundary conditions

Pierre‐Louis Lions, Alain‐Sol Sznitman · Communications on Pure and Applied Mathematics · 1984 · 859 citations

Engineering, Mathematics, Differential Equations +13

Brownian motion and stochastic flow systems

J. Michael Harrison · 1986 · 798 citations

Engineering, Mathematics, Fluid Dynamics +13

A Diffusion Approximation for a Markovian Queue with Reneging

Amy R. Ward, Peter W. Glynn · Queueing Systems · 2003 · 172 citations

Engineering, Computer Science, Mathematics +14