A multi-dimensional martingale for Markov additive processes and its applications
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Publication:4507945
DOI10.1239/aap/1013540169zbMath0961.60081OpenAlexW2158638328WikidataQ56907203 ScholiaQ56907203MaRDI QIDQ4507945
Publication date: 28 May 2001
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540169
Generalizations of martingales (60G48) Continuous-time Markov processes on discrete state spaces (60J27) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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