Reflecting thoughts

DOI10.1016/J.SPL.2006.04.028zbMATH Open1102.60094OpenAlexW4252921839MaRDI QIDQ2432786FDOQ2432786

Authors: Offer Kella 

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

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zbMATH Keywords

local timeregulatorSkorokhod problemreflection mapping

Mathematics Subject Classification ID

Special processes (60K99) Inventory, storage, reservoirs (90B05)

Cites Work

• Applied Probability and Queues
• Stochastic-Process Limits
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Cited In (13)

• Potential measures of one-sided Markov additive processes with reflecting and terminating barriers
• On the dynamics of semimartingales with two reflecting barriers
• On reflected stochastic differential equations driven by regulated semimartingales
• A note on first passage probabilities of a Lévy process reflected at a general barrier
• Stochastic decompositions in bivariate risk and queueing models with mutual assistance
• From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
• Local martingales with two reflecting barriers
• Power identities for Lévy risk models under taxation and capital injections
• Synchronized Lévy queues
• Decomposition results for stochastic storage processes and queues with alternating Lévy inputs
• Two coupled Lévy queues with independent input
• Useful martingales for stochastic storage processes with Lévy-type input
• A bivariate risk model with mutual deficit coverage

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