Pages that link to "Item:Q4819516"
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The following pages link to On moments and tail behaviors of storage processes (Q4819516):
Displaying 11 items.
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- A limit theorem for nonnegative additive functionals of storage processes (Q1061412) (← links)
- Some interesting processes arising as heavy traffic limits in an M/M/\(\infty\) storage process (Q1085528) (← links)
- Recurrence-transience criteria for storage processes (Q1586607) (← links)
- Risk analysis for a stochastic cash manangement model with two type of customers (Q1974040) (← links)
- Moment bounds for dissipative semimartingales with heavy jumps (Q2238891) (← links)
- On semigroups corresponding to storage processes. II (Q2730980) (← links)
- On the distribution of storage processes from the class \(V(\varphi,\psi)\) (Q2890733) (← links)
- An Extreme-Type Limit Law for a Storage Process (Q3796518) (← links)
- DISCRETE-TIME STORAGE MODELS WITH NEGATIVE BINOMIAL INFLOW (Q3830781) (← links)
- (Q5295970) (← links)