The maximum of a Lévy process reflected at a general barrier
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Publication:2389233
DOI10.1016/j.spa.2008.11.007zbMath1186.60043OpenAlexW2085796405MaRDI QIDQ2389233
Publication date: 15 July 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.11.007
Lévy processreflected processqueuing theoryrisk theorytime-dependent barrierstorage modelsKella-Whitt martingale
Processes with independent increments; Lévy processes (60G51) Queues and service in operations research (90B22)
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