SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits
16 references·12 citing·22 second hop
State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)State-dependent stochastic networks. Part…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Jobshop-Like Queueing Systems (2004)Jobshop-Like Queueing SystemsStochastic Integration and Differential Equations (1990)Stochastic Integration and Di…Theory of Martingales (1989)Theory of MartingalesStochastic theory of a fluid model of producers and consumers coupled by a buffer (1988)Stochastic theory of a fluid …Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Limit Theorems for Stochastic Processes (1987)Limit Theorems for Stochastic…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Stochastic Calculus and Applications. (1986)Stochastic Calculus and Appli…Point Processes and Queues: Martingale Dynamics. (1983)Point Processes and Queues: M…Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …Point Processes and Queues (1981)Point Processes and QueuesHeavy-Traffic Limits for Queues with Many Exponential Servers (1981)Heavy-Traffic Limits for Queu…Jobshop-Like Queueing Systems (1963)Jobshop-Like Queueing SystemsSpatial Capacity Planning (2021)Spatial Capacity PlanningOptimal Control of a Time-Varying Double-Ended Production Queueing Model (2019)Optimal Control of a Time-Var…Service Systems with Slowdowns: Potential Failures and Proposed Solutions (2015)Service Systems with Slowdown…When to Use Speedup: An Examination of Service Systems with Returns (2014)When to Use Speedup: An Exami…Ergodic Rate Control Problem for Single Class Queueing Networks (2011)Ergodic Rate Control Problem …Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (2010)Optimal buffer size and dynam…Many-server diffusion limits for G/Ph/n+GI queues (2010)Many-server diffusion limits …When Promotions Meet Operations: Cross-Selling and Its Effect on Call Center Performance (2009)When Promotions Meet Operatio…Credit Risk in a Network Economy (2007)Credit Risk in a Network Econ…Skorohod–Loynes Characterizations of Queueing, Fluid, and Inventory Processes (2001)Skorohod–Loynes Characterizat…Strong approximations for multiclass feedforward queueing networks (2000)Strong approximations for mul…A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant (2000)A Subsidy-Surplus Model and t…Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Traffic modeling for telecommunications networks (1994)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)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Mixed Fractional Brownian Motion (2001)Arbitrage in fractional Brownian motion models (2003)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Over-the-Counter Markets (2004)A general version of the fundamental theorem of asset pricing (1994)Affine processes and applications in finance (2003)Variance Risk Premiums (2008)
this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1981Point Processes and Queues1,652 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1987Limit Theorems for Stochastic Processes1,319 cited
  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1990Stochastic Integration and Differential Equations1,195 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
  • 1989Theory of Martingales956 cited
  • 1963Jobshop-Like Queueing Systems898 cited
  • 1981Heavy-Traffic Limits for Queues with Many Exponential Servers750 cited
  • 2004Jobshop-Like Queueing Systems733 cited
  • 1986Stochastic Calculus and Applications.673 cited
  • 1988Stochastic theory of a fluid model of producers and consumers coupled by a buffer419 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2010Many-server diffusion limits for G/Ph/n+GI queues100 cited
  • 2014When to Use Speedup: An Examination of Service Systems with Returns91 cited
  • 2021Spatial Capacity Planning67 cited
  • 2007Credit Risk in a Network Economy60 cited
  • 2015Service Systems with Slowdowns: Potential Failures and Proposed Solutions58 cited
  • 2000A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant54 cited
  • 2010Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic50 cited
  • 2009When Promotions Meet Operations: Cross-Selling and Its Effect on Call Center Performance38 cited
  • 2011Ergodic Rate Control Problem for Single Class Queueing Networks29 cited
  • 2000Strong approximations for multiclass feedforward queueing networks25 cited
  • 2019Optimal Control of a Time-Varying Double-Ended Production Queueing Model21 cited
  • 2001Skorohod–Loynes Characterizations of Queueing, Fluid, and Inventory Processes20 cited