On the dynamics and performance of stochastic fluid systems
From MaRDI portal
Publication:4529131
DOI10.1239/jap/1014842826zbMath0968.60031MaRDI QIDQ4529131
Takis Konstantopoulos, Günter Last
Publication date: 23 September 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e1d7fc5fb13248cfd162be0d883e074b1d990e71
60G10: Stationary stochastic processes
60K25: Queueing theory (aspects of probability theory)
60G57: Random measures
Related Items
Online IPA gradient estimators in stochastic continuous fluid models, A note on integral representations of the Skorokhod map, Lévy Processes with Two-Sided Reflection, Integral representation of Skorokhod reflection, Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input, Analysis of stochastic fluid queues driven by local-time processes