Local martingales with two reflecting barriers (Q2794725): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2261620593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponential loss rate asymptotics for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural properties of reflected Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5812603 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss Rates for Lévy Processes with Two Reflecting Barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Skorohod-Loynes characterizations of queueing, fluid, and inventory processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov modulation of a two-sided reflected Brownian motion with application to fluid queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3222705 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflecting thoughts / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Lévy Process Reflected at a Poisson Age Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic relationship between the overflow probability and the loss ratio / rank
 
Normal rank
Property / cites work
 
Property / cites work: An explicit formula for the Skorokhod map on \([0,a]\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss rate for a general Lévy process with downward periodic barrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss Rate Asymptotics in a<i>GI</i>/<i>G</i>/1 Queue with Finite Buffer / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Dynamics of Semimartingales with Two Reflecting Barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4435813 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at the Moran dam / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the dynamics of a finite buffer queue conditioned on the amount of loss / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 15:26, 11 July 2024

scientific article
Language Label Description Also known as
English
Local martingales with two reflecting barriers
scientific article

    Statements

    Local martingales with two reflecting barriers (English)
    0 references
    0 references
    11 March 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    local martingales
    0 references
    semimartingales
    0 references
    reflection
    0 references
    law of large numbers
    0 references
    central limit theorem
    0 references
    Skorokhod problem
    0 references
    stochastic integration
    0 references
    Brownian motion
    0 references
    0 references