Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (Q5299569)
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scientific article; zbMATH DE number 6181237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Useful Martingales for Stochastic Storage Processes with Lévy-Type Input |
scientific article; zbMATH DE number 6181237 |
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Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (English)
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26 June 2013
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Levy-type process
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Levy storage system
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Kella-Whitt martingale
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