A local time for a storage process
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Publication:1226810
DOI10.1214/aop/1176996220zbMath0328.60042OpenAlexW2139852072MaRDI QIDQ1226810
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996220
Sample path properties (60G17) Local time and additive functionals (60J55) Stochastic integral equations (60H20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Related Items (7)
Recurrence-transience criteria for storage processes and their applications ⋮ The argmin process of random walks, Brownian motion and Lévy processes ⋮ On a piece-wise deterministic Markov process model ⋮ On a functional differential equation that arises in a Markov control problem ⋮ An Infinite Dam with a Time-Dependent Release Rule ⋮ Recurrence-transience criteria for storage processes ⋮ Optimal control of a one-dimensional storage process
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