Unifying the Dynkin and Lebesgue–Stieltjes formulae
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Publication:4684851
DOI10.1017/jpr.2016.98zbMath1400.60059arXiv1308.5795OpenAlexW2964072178MaRDI QIDQ4684851
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.5795
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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