Continuous-time monotone stochastic recursions and duality
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Publication:4507949
DOI10.1239/aap/1013540172zbMath0971.60040OpenAlexW2048375498MaRDI QIDQ4507949
Publication date: 14 January 2001
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540172
stability conditionsmonotonicity conditionstwo-sided reflectioninventory processesdiffusions with or without jumpsdual recursion
Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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