Diffusion approximation for storage processes (Q1051970): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/0167-6377(83)90060-3 / rank | |||
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Property / OpenAlex ID: W1966880934 / rank | |||
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Property / cites work: A stochastic integral in storage theory / rank | |||
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Property / cites work: Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞) / rank | |||
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Property / cites work: Q5262334 / rank | |||
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Property / cites work: Heavy Traffic Limit Theorems for Queues: A Survey / rank | |||
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Latest revision as of 08:35, 14 June 2024
scientific article
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English | Diffusion approximation for storage processes |
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Diffusion approximation for storage processes (English)
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1983
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storage processes
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limit theorem
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diffusion approximation
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martingale approach
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