Pages that link to "Item:Q2456026"

The following pages link to An explicit formula for the Skorokhod map on \([0,a]\) (Q2456026):

Displaying 50 items.

• The solution of the perturbed Tanaka-equation is pathwise unique (Q373569) (← links)
• Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
• Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
• Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
• Market frictions and corporate finance: an overview paper (Q475313) (← links)
• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
• Heavy traffic analysis for EDF queues with reneging (Q535200) (← links)
• Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (Q607269) (← links)
• An explicit representation of the extended Skorokhod map with two time-dependent boundaries (Q609726) (← links)
• Rate control under heavy traffic with strategic servers (Q670732) (← links)
• Convergence of a queueing system in heavy traffic with general patience-time distributions (Q719770) (← links)
• A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
• Interlaced processes on the circle (Q985352) (← links)
• Stochastic differential equations with jump reflection at time-dependent barriers (Q988679) (← links)
• The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
• Stability of linear EDF networks with resource sharing (Q1698771) (← links)
• A Skorokhod map on measure-valued paths with applications to priority queues (Q1751972) (← links)
• Futures trading with transaction costs (Q1928878) (← links)
• Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
• Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
• Degenerate competing three-particle systems (Q2137057) (← links)
• Shuffling cards by spatial motion (Q2169067) (← links)
• Near equilibrium fluctuations for supermarket models with growing choices (Q2170372) (← links)
• Time evolutions of copulas and foreign exchange markets (Q2200586) (← links)
• On reflected stochastic differential equations driven by regulated semimartingales (Q2216980) (← links)
• Mean reflected stochastic differential equations with two constraints (Q2238888) (← links)
• Structural properties of reflected Lévy processes (Q2269478) (← links)
• Queues with Lévy input and hysteretic control (Q2269483) (← links)
• The correlation function of a queue with Lévy and Markov additive input (Q2301495) (← links)
• Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic (Q2315069) (← links)
• Fluid approach to two-sided reflected Markov-modulated Brownian motion (Q2352996) (← links)
• Occupation times for the finite buffer fluid queue with phase-type ON-times (Q2417042) (← links)
• Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250) (← links)
• The heavy traffic limit of an unbalanced generalized processor sharing model (Q2476397) (← links)
• Optimal risk and liquidity management with costly refinancing opportunities (Q2513438) (← links)
• Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860) (← links)
• Local martingales with two reflecting barriers (Q2794725) (← links)
• A note on integral representations of the Skorokhod map (Q2804432) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime (Q2833107) (← links)
• On the Dynamics of Semimartingales with Two Reflecting Barriers (Q2854074) (← links)
• Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
• Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
• Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
• Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844) (← links)
• Heavy Traffic Analysis of a Simple Closed-Loop Supply Chain (Q3068090) (← links)
• Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
• Boundary driven Brownian gas (Q3121500) (← links)