A local time for a storage process

DOI10.1214/AOP/1176996220MaRDI QIDQ1226810zbMATH OpenOpenAlexFDO

Authors Erhan Çinlar

Publication date 1975

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996220

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Sample path properties (60G17) Local time and additive functionals (60J55) Stochastic integral equations (60H20)

Cited in

(7)

• Recurrence-transience criteria for storage processes and their applications
• Optimal control of a one-dimensional storage process
• The argmin process of random walks, Brownian motion and Lévy processes
• An Infinite Dam with a Time-Dependent Release Rule
• On a piece-wise deterministic Markov process model
• Recurrence-transience criteria for storage processes
• On a functional differential equation that arises in a Markov control problem

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