Diffusion local time storage (Q2485805): Difference between revisions
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| Property / DOI: 10.1016/j.spa.2004.06.005 / rank | |||
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| Property / DOI: 10.1016/J.SPA.2004.06.005 / rank | |||
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Latest revision as of 23:00, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion local time storage |
scientific article |
Statements
Diffusion local time storage (English)
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5 August 2005
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Brownian motion with drift
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Busy periods
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Idle periods
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Diffusion processes
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Palm probability
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Spectrally positive Lévy processes
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