A piecewise linear stochastic differential equation driven by a Lévy process
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Publication:3094478
DOI10.1239/jap/1318940459zbMath1229.60075OpenAlexW2044852576WikidataQ115239904 ScholiaQ115239904MaRDI QIDQ3094478
Publication date: 25 October 2011
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1318940459
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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