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A second-order Markov-modulated fluid queue with linear service rate
6 references·0 citing·23 second hop
A second-order Markov-modulated fluid queue with linear service rate (2004)A second-order Markov-modulated fluid que…Second-order stochastic fluid models with fluid-dependent flow rates (2002)Second-order stochastic fluid…EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES (2002)EXACT RESULTS FOR A FLUID MOD…Linear stochastic fluid networks (1999)Linear stochastic fluid netwo…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Fluid models for single buffer systems (1998)Fluid models for single buffe…Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment (1995)Second-Order Fluid Flow Model…Brownian Motion and Stochastic Flow Systems. (1987)Transient analysis of stochastic fluid models (1998)Stationary analysis of fluid level dependent bounded fluid models (2007)A First Course in Bulk Queues (1983)Applied Probability and Queues (1987)The Physics of the Mt/G/∞ Queue (1993)Non-product form of two-dimensional fluid networks with dependent Lévy inputs (2000)The [Pht/Pht/∞]K Queueing System: Part II—The Multiclass Network (2004)Shot-noise queueing models (2021)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Analysis of separable Markov-modulated rate models for information-handling systems (1991)Fluid and diffusion limits for queues in slowly changing environments (1997)The Conditional Probability Density Function for a Reflected Brownian Motion (2004)Fluid Queue Models of Battery Life (2011)The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule (1976)Storage processes with general release rule and additive inputs (1982)Fluid models for the analysis and design of statistical multiplexing with loss priorities on multiple classes of bursty traffic (1992)Queues with state-dependent rates (2005)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)Markov-modulated and feedback fluid queues (1998)The Three-Sided Market of On-Demand Delivery (2021)
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References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1998Fluid models for single buffer systems147 cited
  • 1995Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment68 cited
  • 1999Linear stochastic fluid networks27 cited
  • 2002Second-order stochastic fluid models with fluid-dependent flow rates20 cited
  • 2002EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES18 cited

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