Lévy Processes with Two-Sided Reflection (Q2807248): Difference between revisions

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+Transient Behavior of the M/G/1 Workload Process
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+Integral representation of Skorokhod reflection
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+Subexponential loss rate asymptotics for Lévy processes
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+Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection
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+Structural properties of reflected Lévy processes
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+Applied Probability and Queues
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+Lévy Processes, Phase-Type Distributions, and Martingales
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+Stochastic simulation: Algorithms and analysis
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+A multi-dimensional martingale for Markov additive processes and its applications
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+Loss Rates for Lévy Processes with Two Reflecting Barriers
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+Approximations of small jumps of Lévy processes with a view towards simulation
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+Monotone Stochastic Recursions and their Duals
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+Exact buffer overflow calculations for queues via martingales
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+A local limit theorem for random walk maxima with heavy tails
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+Russian and American put options under exponential phase-type Lévy models.
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+ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND  DAMS
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+The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
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+Cramér's estimate for Lévy processes
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+First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers
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+Tail probabilities of subadditive functionals of Lévy processes.
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+A note on integral representations of the Skorokhod map
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+Inference in hidden Markov models.
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+Skorohod-Loynes characterizations of queueing, fluid, and inventory processes
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+Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues
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+Option pricing and Esscher transform under regime switching
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+Subexponentiality and infinite divisibility
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+Large deviations for the boundary local time of doubly reflected Brownian motion
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+Transaction costs, trading volume, and the liquidity premium
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+Limits of first passage times to rare sets in regenerative processes
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+Poisson's equation for the recurrent M/G/1 queue
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+Reflected Brownian motion on an orthant
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+Patterns of buffer overflow in a class of queues with long memory in the input stream
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+Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
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+Markov-Modulated Brownian Motion with Two Reflecting Barriers
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+Occupation densities in solving exit problems for Markov additive processes and their reflections
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+Subexponential loss rates in a GI/GI/1 queue with applications
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+Reduced load equivalence under subexponentiality
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+Continuity of Certain Random Integral Mappings and the Uniform Integrability of Infinitely Divisible Measures
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+Concavity and reflected Lévy processes
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+Useful Martingales for Stochastic Storage Processes with Lévy-Type Input
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+A Brownian motion with two reflecting barriers and Markov-modulated speed
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+On concavity of the mean function and stochastic ordering for reflected processes with stationary increments
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+Useful martingales for stochastic storage processes with Lévy input
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+A Lévy Process Reflected at a Poisson Age Process
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+On the asymptotic relationship between the overflow probability and the loss ratio
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+Subexponential distributions and integrated tails
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+Overflow probability for a discrete-time queue with non-stationary multiplexed input
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+On the dynamics and performance of stochastic fluid systems
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+An explicit formula for the Skorokhod map on \([0,a]\)
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+Double Skorokhod Map and Reneging Real-Time Queues
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Gerber-Shiu risk theory
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+Special, conjugate and complete scale functions for spectrally negative Lévy processes
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+On the transition densities for reflected diffusions
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+Stochastic differential equations with reflecting boundary conditions
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+Tail asymptotics for exponential functionals of Lévy processes
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+Applied stochastic control of jump diffusions
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+A note on random walks
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+Loss Rate Asymptotics in a<i>GI</i>/<i>G</i>/1 Queue with Finite Buffer
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+On the Dynamics of Semimartingales with Two Reflecting Barriers
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+On doubly reflected completely asymmetric Lévy processes.
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+On Maxima and Ladder Processes for a Dense Class of Lévy Process
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+Convergence of stochastic processes
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+The two-sided exit problem for spectrally positive Lévy processes
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+Stochastic differential equations for multi-dimensional domain with reflecting boundary
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+Asymptotic behavior of the loss rate for Markov-modulated fluid queue with a finite buffer
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+The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
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+Stochastic differential equations with reflecting boundary condition in convex regions
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+Asymptotic Results for Buffer Systems under Heavy Load
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+Stochastic-Process Limits
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+On the dynamics of a finite buffer queue conditioned on the amount of loss
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+Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
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+A fluid queue with a finite buffer and subexponential input
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