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On Busy Periods of the Unbounded Brownian Storage
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On Busy Periods of the Unbounded Brownian Storage (2001)On Busy Periods of the Unbounded Brownian…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Handbook of Brownian Motion — Facts and Formulae (1996)Handbook of Brownian Motion —…Transient Behavior of the M/G/1 Workload Process (1994)Transient Behavior of the M/G…On the Quasireversibility of a Multiclass Brownian Service Station (1990)On the Quasireversibility of …Transient behavior of the M/M/ 1 queue via Laplace transforms (1988)Transient behavior of the M/M…Transient behavior of regulated Brownian motion, I: Starting at the origin (1987)Transient behavior of regulat…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…On the Integrodifferential Equation of Takacs. II (1959)On the Integrodifferential Eq…Theory, Volume 1, Queueing Systems (1975)Applied Probability and Queues (1987)Solving probability transform functional equations for numerical inversion (1992)Numerical Solution of Piecewise-Stationary Mt/Gt/1 Queues (1997)Order release planning with clearing functions: A queueing-theoretical analysis of the clearing function concept (2009)Some Problems in the Theory of Queues (1951)Investigation of waiting time problems by reduction to Markov processes (1955)On Queues with Poisson Arrivals (1957)Limit theorems for periodic queues (1977)Tandem Brownian queues (2007)Asymptotic analysis of Lévy-driven tandem queues (2008)The Single Server Queue (1983)Comparison Methods for Queues and Other Stochastic Models. (1986)Transient behavior of the M/M/l queue: Starting at the origin (1987)An introduction to queueing theory (1993)Transient analysis of Bernoulli serial lines: performance evaluation and system-theoretic properties (2012)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Fluctuations of Lévy Processes with Applications (2014)Quasi-reversible multiclass queues with order independent departure rates (1995)Queues, stores, and tableaux (2005)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)On the transition densities for reflected diffusions (2005)Asymptotic analysis of queueing systems with reneging: A survey of results for FIFO, single class models (2011)
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References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1996Handbook of Brownian Motion — Facts and Formulae1,391 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1988Transient behavior of the M/M/ 1 queue via Laplace transforms127 cited
  • 1987Transient behavior of regulated Brownian motion, I: Starting at the origin109 cited
  • 1994Transient Behavior of the M/G/1 Workload Process64 cited
  • 1959On the Integrodifferential Equation of Takacs. II57 cited
  • 1990On the Quasireversibility of a Multiclass Brownian Service Station31 cited

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