Reflecting thoughts
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Publication:2432786
DOI10.1016/j.spl.2006.04.028zbMath1102.60094OpenAlexW4252921839MaRDI QIDQ2432786
Publication date: 25 October 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.028
Related Items (13)
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity ⋮ Useful Martingales for Stochastic Storage Processes with Lévy-Type Input ⋮ On reflected stochastic differential equations driven by regulated semimartingales ⋮ Synchronized Lévy queues ⋮ A bivariate risk model with mutual deficit coverage ⋮ A note on first passage probabilities of a L\'evy process reflected at a general barrier ⋮ Local martingales with two reflecting barriers ⋮ Power identities for L\'evy risk models under taxation and capital injections ⋮ Decomposition results for stochastic storage processes and queues with alternating Lévy inputs ⋮ Stochastic decompositions in bivariate risk and queueing models with mutual assistance ⋮ Two coupled Levy queues with independent input ⋮ Potential measures of one-sided Markov additive processes with reflecting and terminating barriers ⋮ On the Dynamics of Semimartingales with Two Reflecting Barriers
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