A decomposition for Lévy processes inspected at Poisson moments
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Publication:6102053
DOI10.1017/jpr.2022.66zbMath1516.60029arXiv2110.12256OpenAlexW3208778894MaRDI QIDQ6102053
Onno J. Boxma, M. R. H. Mandjes
Publication date: 8 May 2023
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.12256
Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25) Actuarial mathematics (91G05)
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