A stochastic integral in storage theory

DOI10.1007/BF00536759zbMATH Open0204.50204OpenAlexW2064959823MaRDI QIDQ5604221FDOQ5604221

Authors: 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

Cites Work

• Title not available (Why is that?)
• Change of Time Scale For Markov Processes
• Markov renewal theory
• Title not available (Why is that?)
• The Existence and Uniqueness of Stationary Measures for Markov Renewal Processes
• A theory of dams with continuous input and a general release rule
• Existence of a \(\sigma\) finite invariant mesure for a Markov process on a locally compact space

Cited In (10)

• Optimal control of a one-dimensional storage process
• Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
• On decay–surge population models
• Asymptotic inference for semimartingale models with singular parameter points
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Continuous feedback fluid queues
• Local asymptotic mixed normality for semimartingale experiments
• Diffusion approximation for storage processes
• On a piece-wise deterministic Markov process model
• On a functional differential equation that arises in a Markov control problem

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