Reflecting thoughts
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Publication:2432786
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(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
- Decomposition results for stochastic storage processes and queues with alternating Lévy inputs
- Synchronized Lévy queues
- Two coupled Lévy queues with independent input
- A bivariate risk model with mutual deficit coverage
- Useful martingales for stochastic storage processes with Lévy-type input
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