Lévy processes with adaptable exponent
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Cites work
- An exhaustive lĕvy storage process with intermittent output
- An M/G/1 Queue with Adaptable Service Speed
- Applied Probability and Queues
- Clearing models for \(M/G/1\) queues
- Evaluating Scale Functions of Spectrally Negative Lévy Processes
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
- Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
- Fluctuation theory in continuous time
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- Level crossings and stationary distributions for general dams
- Martingale methods for analysing single-server queues
- Old and new examples of scale functions for spectrally negative Lévy processes
- On a Generalized M/G/1 Queuing Process in Which the First Customer of Each Busy Period Receives Exceptional Service
- On doubly reflected completely asymmetric Lévy processes.
- On Level Crossings and Cycles in Dam Processes
- On optimal dividends: from reflection to refraction
- On regenerative processes in queueing theory
- On the optimal switching level for an M/G/1 queueing system
- Refracted Lévy processes
- Special, conjugate and complete scale functions for spectrally negative Lévy processes
- Storage processes with general release rule and additive inputs
- The compound Poisson risk model with a threshold dividend strategy
- Useful martingales for stochastic storage processes with Lévy input
Cited in
(16)- Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
- On the dual risk model with Parisian implementation delays in dividend payments
- Poissonian potential measures for Lévy risk models
- An \(M/M/c\) queue with queueing-time dependent service rates
- Queueing models with service speed adaptations at arrival instants of an external observer
- Queues with Lévy input and hysteretic control
- Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
- Exit identities for Lévy processes observed at Poisson arrival times
- Factorization identities for reflected processes, with applications
- Queues with Delays in Two-State Strategies and Lévy Input
- A Lévy input fluid queue with input and workload regulation
- Steady-state optimization of an exhaustive Lévy storage process with intermittent output and random output rate
- Proof of the conjecture on Markovian queues with Poisson control
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
- Refracted Lévy processes
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