Processes with conditional stationary independent increments

DOI10.2307/3212800MaRDI QIDQ5647704zbMATH OpenOpenAlexFDO

Authors Richard F. Serfozo

Publication date 1972

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

Full work available at URL https://doi.org/10.2307/3212800

Mathematics Subject Classification ID

Markov processes (60J99)

Cited in

(14)

• Characterization of stochastic processes with conditionally independent increments
• Derived random measures
• A simple approach for analyzing feedback vacation queues with levy input process
• Exact analysis of asymmetric random polling systems with single buffers and correlated input process
• Analysis of random polling system with an infinite number of coupled servers and correlated input process.
• A maximum principle for mean-field SDEs with time change
• Analysis of infinite servers polling systems with correlated input process and state dependent vacations
• On stochastic control for time changed Lévy dynamics
• On double-boundary non-crossing probability for a class of compound processes with applications
• BSDEs driven by time-changed Lévy noises and optimal control
• An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
• Compositions, inverses and thinnings of random measures
• Limit theorems for the fractional nonhomogeneous Poisson process
• State estimation for Cox processes on general spaces

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