Pages that link to "Item:Q4018332"
From MaRDI portal
The following pages link to Useful martingales for stochastic storage processes with Lévy input (Q4018332):
Displaying 50 items.
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Clearing control policies for MAP inventory process with lost sales (Q322707) (← links)
- A make-to-stock production/inventory model with MAP arrivals and phase-type demands (Q333095) (← links)
- Heavy traffic approximation for the stationary distribution of stochastic fluid networks (Q430001) (← links)
- Pathwise comparison results for stochastic fluid networks (Q600899) (← links)
- Continuous review inventory models for perishable items ordered in batches (Q604805) (← links)
- Decomposition results for stochastic storage processes and queues with alternating Lévy inputs (Q742455) (← links)
- The G/M/1 queue revisited (Q811972) (← links)
- A controlled \(M/G/1\) workload process with an application to perishable inventory systems (Q857833) (← links)
- A generalized impulse control model of cash management (Q951514) (← links)
- On Lévy-driven vacation models with correlated busy periods and service interruptions (Q967285) (← links)
- Rate conservation laws: A survey (Q1319158) (← links)
- Stochastic models for broker inventory in dealership markets with a cash management interpretation. (Q1413279) (← links)
- Function space integration for annuities. (Q1413284) (← links)
- Annuities with controlled random interest rates. (Q1413394) (← links)
- A general storage model with applications to energy systems (Q1733090) (← links)
- Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries (Q1763436) (← links)
- On optional stopping of some exponential martingales for Lévy processes with or without reflection. (Q1879504) (← links)
- Excursions of the workload process in \(G/GI/1\) queues (Q1899261) (← links)
- Further applications of a general rate conservation law (Q1909957) (← links)
- Stability and nonproduct form of stochastic fluid networks with Lévy inputs (Q1921437) (← links)
- Computable exponential convergence rates for stochastically ordered Markov processes (Q1921439) (← links)
- Risk analysis for a stochastic cash manangement model with two type of customers (Q1974040) (← links)
- Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
- Workload distributions in ASIP queueing networks (Q2052431) (← links)
- Martingales associated with functions of Markov and finite variation processes (Q2146384) (← links)
- Regulation of a single-server queue with customers who dynamically choose their service durations (Q2167919) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- Tail asymptotics for a Lévy-driven tandem queue with an intermediate input (Q2269493) (← links)
- Asymptotic independence of regenerative processes with a special dependence structure (Q2294089) (← links)
- Fluid queues with synchronized output (Q2294395) (← links)
- The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
- A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue (Q2450753) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- The expected time to ruin in a risk process with constant barrier via martingales (Q2581777) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- An (<i>s, k, S</i>) fluid inventory model with exponential leadtimes and order cancellations (Q2811919) (← links)
- A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates (Q2854071) (← links)
- A JUMP-FLUID PRODUCTION–INVENTORY MODEL WITH A DOUBLE BAND CONTROL (Q2875237) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- A NEW LOOK AT ORGAN TRANSPLANTATION MODELS AND DOUBLE MATCHING QUEUES (Q3000390) (← links)
- FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME (Q3148284) (← links)
- A New Proof of the Wiener-Hopf Factorization via Basu's Theorem (Q3165501) (← links)
- The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
- A FLUID EOQ MODEL WITH A TWO-STATE RANDOM ENVIRONMENT (Q3431065) (← links)
- The first rendezvous time of Brownian motion and compound Poisson-type processes (Q4660530) (← links)
