Continuous-time monotone stochastic recursions and duality
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Publication:4507949
DOI10.1239/aap/1013540172zbMath0971.60040MaRDI QIDQ4507949
Publication date: 14 January 2001
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540172
stability conditions; monotonicity conditions; two-sided reflection; inventory processes; diffusions with or without jumps; dual recursion
60G10: Stationary stochastic processes
60K25: Queueing theory (aspects of probability theory)
60J60: Diffusion processes
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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