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Useful Martingales for Stochastic Storage Processes with Lévy-Type Input - MaRDI portal

Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (Q5299569)

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scientific article; zbMATH DE number 6181237
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Useful Martingales for Stochastic Storage Processes with Lévy-Type Input
scientific article; zbMATH DE number 6181237

    Statements

    title
    Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (English)
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    author
    Offer Kella
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    Onno J. Boxma
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    publication date
    26 June 2013
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    Mathematics Subject Classification ID
    60K25
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    60K37
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    60K30
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    60H30
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    zbMATH DE Number
    6181237
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    zbMATH Keywords
    Levy-type process
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    Levy storage system
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    Kella-Whitt martingale
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    OpenAlex ID
    W2119098405
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    arXiv ID
    1112.4756
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