A stochastic integral in storage theory

DOI10.1007/BF00536759zbMath0195.47503OpenAlexW2064959823MaRDI QIDQ5591951

Erhan Çinlar, Mark A. Pinsky

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536759

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Stochastic integrals (60H05) Markov processes (60J99) Renewal theory (60K05)

Related Items (16)

Some exponential type bounds for hitting time distributions of storage processes ⋮ Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes ⋮ The argmin process of random walks, Brownian motion and Lévy processes ⋮ On the limit distributions of continuous-state branching processes with immigration ⋮ Limit theorems for continuous state branching processes with immigration ⋮ Multiplicative operator functionals of a Markov process ⋮ Perturbed Semigroup Limit Theorems with Applications to Discontinuous Random Evolutions ⋮ On dams with continuous semi-Markovian inputs ⋮ Shot-noise queueing models ⋮ Theory of continuous storage with Markov additive inputs and a general release rule ⋮ A bound for the expected hitting time of storage processes ⋮ Some martingales associated with queueing and storage processes ⋮ Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type ⋮ Functional equations with multiple recursive terms ⋮ Stability for multidimensional jump-diffusion processes ⋮ On the control of an infinite capacity storage system

Cites Work

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• Existence of a \(\sigma\) finite invariant mesure for a Markov process on a locally compact space
• Change of Time Scale For Markov Processes
• The Existence and Uniqueness of Stationary Measures for Markov Renewal Processes
• A theory of dams with continuous input and a general release rule
• Markov renewal theory

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