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Diffusion Approximations for Storage Processes with General Release Rules - MaRDI portal

Diffusion Approximations for Storage Processes with General Release Rules (Q3218897)

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Diffusion Approximations for Storage Processes with General Release Rules
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    Diffusion Approximations for Storage Processes with General Release Rules (English)
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    1984
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    storage processes
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    compound Poisson process
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    Bessel process with negative drift
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