Deviations from monotonicity of a Wiener process with drift

DOI10.2307/3212600MaRDI QIDQ5184246zbMATH OpenOpenAlexFDO

Authors Peter J. Brockwell

Publication date 1974

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212600

Mathematics Subject Classification ID

Markov processes (60J99) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) General biology and biomathematics (92B05)

Cited in

(3)

• Some martingales related to cumulative sum tests and single-server queues
• Distribution of a functional of continuous Markov processes
• Drawdowns of diffusions

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