Processes with conditional stationary independent increments
From MaRDI portal
Publication:5647704
DOI10.2307/3212800zbMath0237.60031OpenAlexW2329637009MaRDI QIDQ5647704
Publication date: 1972
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212800
Related Items (14)
Exact analysis of asymmetric random polling systems with single buffers and correlated input process ⋮ State estimation for Cox processes on general spaces ⋮ A maximum principle for mean-field SDEs with time change ⋮ Analysis of random polling system with an infinite number of coupled servers and correlated input process. ⋮ BSDEs driven by time-changed Lévy noises and optimal control ⋮ Compositions, inverses and thinnings of random measures ⋮ Characterization of stochastic processes with conditionally independent increments ⋮ On double-boundary non-crossing probability for a class of compound processes with applications ⋮ Derived random measures ⋮ Limit theorems for the fractional nonhomogeneous Poisson process ⋮ Analysis of infinite servers polling systems with correlated input process and state dependent vacations ⋮ A simple approach for analyzing feedback vacation queues with levy input process ⋮ On stochastic control for time changed Lévy dynamics ⋮ An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
This page was built for publication: Processes with conditional stationary independent increments