Pages that link to "Item:Q5388032"

The following pages link to Loss Rates for Lévy Processes with Two Reflecting Barriers (Q5388032):

Displaying 36 items.

• Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
• Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times (Q475071) (← links)
• Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
• Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
• Mean first passage times of two-dimensional processes with jumps (Q553037) (← links)
• Subexponential loss rate asymptotics for Lévy processes (Q627456) (← links)
• On the dynamics of a finite buffer queue conditioned on the amount of loss (Q632217) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• Asymptotic behavior of the loss rate for Markov-modulated fluid queue with a finite buffer (Q972687) (← links)
• Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
• Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
• First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
• Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
• Martingales associated with functions of Markov and finite variation processes (Q2146384) (← links)
• Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
• Queues with Lévy input and hysteretic control (Q2269483) (← links)
• Loss rates in the single-server queue with complete rejection (Q2354014) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
• Local martingales with two reflecting barriers (Q2794725) (← links)
• A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• On the Dynamics of Semimartingales with Two Reflecting Barriers (Q2854074) (← links)
• Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
• Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
• Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844) (← links)
• First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
• INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL (Q4635046) (← links)
• Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
• FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
• Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement (Q5054705) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
• Loss Rate Asymptotics in a<i>GI</i>/<i>G</i>/1 Queue with Finite Buffer (Q5711159) (← links)
• Stochastic Duality of Markov Processes: A Study Via Generators (Q5746991) (← links)