A stochastic integral in storage theory

DOI10.1007/BF00536759MaRDI QIDQ5604221zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3335551 (Why is no real title available?)
• A theory of dams with continuous input and a general release rule
• Change of Time Scale For Markov Processes
• Existence of a \(\sigma\) finite invariant mesure for a Markov process on a locally compact space
• Markov renewal theory
• The Existence and Uniqueness of Stationary Measures for Markov Renewal Processes

Cited in

(10)

• Optimal control of a one-dimensional storage process
• Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
• Asymptotic inference for semimartingale models with singular parameter points
• On decay–surge population models
• 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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