Some exponential type bounds for hitting time distributions of storage processes
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Publication:1076600
DOI10.1016/0304-4149(85)90042-0zbMath0593.90018MaRDI QIDQ1076600
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90042-0
bounds; upper and lower bounds; exponential; storage process; stochastic integral equation; martingale theory; compound Poisson input; finite or infinite capacity; hitting time distributions
90B05: Inventory, storage, reservoirs
60H20: Stochastic integral equations
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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