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Storage processes with general release rule and additive inputs
3 references·13 citing·34 second hop
Storage processes with general release rule and additive inputs (1982)Storage processes with general release ru…Introduction to Stochastic Processes (2014)Introduction to Stochastic Pr…The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule (1976)The Stationary Distribution a…On dams with additive inputs and a general release rule (1972)On dams with additive inputs …Shot-noise queueing models (2021)Shot-noise queueing modelsLévy processes with adaptable exponent (2009)Lévy processes with adaptable…Queues with Delays in Two-State Strategies and Lévy Input (2008)Queues with Delays in Two-Sta…Queues with state-dependent rates (2005)Queues with state-dependent r…Finite-Buffer Queues with Workload-Dependent Service and Arrival Rates (2005)Finite-Buffer Queues with Wor…Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions (2003)Tails of solutions of certain…Duality of dams via mountain processes (2003)Duality of dams via mountain …EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES (2002)EXACT RESULTS FOR A FLUID MOD…Skorohod–Loynes Characterizations of Queueing, Fluid, and Inventory Processes (2001)Skorohod–Loynes Characterizat…Stability for multidimensional jump-diffusion processes (1999)Stability for multidimensiona…Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates (1996)Dam processes with state depe…Work-modulated queues with applications to storage processes (1992)Work-modulated queues with ap…Ruin probabilities expressed in terms of storage processes (1988)Ruin probabilities expressed …The Single Server Queue (1983)Applied Probability and Queues (1987)Applied Probability and Queues (2003)OPTIMAL ADMISSION CONTROL IN QUEUES WITH WORKLOAD-DEPENDENT SERVICE RATES (2006)Busy period analysis for M/PH/1 queues with workload dependent balking (2008)Queues With the Dropping Function and Non-Poisson Arrivals (2020)Extreme Values, Regular Variation and Point Processes (1987)Characteristic function equations for the state of dynamic systems with Gaussian, Poisson, and Lévy white noise (2004)Stochastic Integration and Differential Equations (2005)Stochastic Integration and Differential Equations : A New Approach (2014)Option pricing when underlying stock returns are discontinuous (1976)Martingales and stochastic integrals in the theory of continuous trading (1981)Optimal portfolio for a small investor in a market model with discontinuous prices (1990)Poisson Arrivals See Time Averages (1982)A correlated MG1-type queue with randomized server repair and maintenance modes (2000)A queueing model with dependence between service and interarrival times (2001)Stochastic Modeling and the Theory of Queues (1989)Queues with service times and interarrival times depending linearly and randomly upon waiting times (1990)Queues with waiting time dependent service (2011)Ruin problems with compounding assets (1977)Stochastic Storage Processes (1980)Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality (1994)Monotone Stochastic Recursions and their Duals (1996)On queues with service and interarrival times depending on waiting times (2007)Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (2016)Martingales and insurance risk (1989)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Non-Gaussian OU based models and some of their uses in financial economics (2000)A finite dam with exponential release (1974)On Level Crossings and Cycles in Dam Processes (1977)Exponential ergodicity in Markovian queueing and dam models (1979)Fast simulation of rare events in queueing and reliability models (1995)A Theory of Trickle-Down Growth and Development (1997)A taxonomy of model structures for economic evaluation of health technologies (2006)
this work references cited by second hop

References

  • 2014Introduction to Stochastic Processes2,383 cited
  • 1976The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule125 cited
  • 1972On dams with additive inputs and a general release rule52 cited

Cited by

  • 1988Ruin probabilities expressed in terms of storage processes53 cited
  • 1992Work-modulated queues with applications to storage processes39 cited
  • 1999Stability for multidimensional jump-diffusion processes34 cited
  • 2003Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions33 cited
  • 1996Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates32 cited
  • 2005Finite-Buffer Queues with Workload-Dependent Service and Arrival Rates27 cited
  • 2009Lévy processes with adaptable exponent24 cited
  • 2001Skorohod–Loynes Characterizations of Queueing, Fluid, and Inventory Processes20 cited
  • 2003Duality of dams via mountain processes20 cited
  • 2002EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES18 cited
  • 2021Shot-noise queueing models17 cited
  • 2008Queues with Delays in Two-State Strategies and Lévy Input

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16 cited
  • 2005Queues with state-dependent rates16 cited