A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant (Q2757650): Difference between revisions
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| Property / DOI: 10.1287/moor.25.3.509.12215 / rank | |||
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Latest revision as of 21:45, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant |
scientific article |
Statements
A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant (English)
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26 November 2001
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Leontief inverse
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variational distance
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maximal function
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spectral radius
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contraction map
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deterministic/stochastic Skorokhod equation
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feasibility
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minimality
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Lévy process
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Brownian motion
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recurrence
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positive recurrence
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