A bound for the expected hitting time of storage processes

DOI10.1016/0304-4149(83)90049-2zbMath0507.60094OpenAlexW2027753939MaRDI QIDQ1837480

Keigo Yamada

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90049-2

zbMATH Keywords

hitting timestorage process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (1)

Some exponential type bounds for hitting time distributions of storage processes

Cites Work

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• Optimal stopping rules for jump processes
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• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• On dams with additive inputs and a general release rule
• A stochastic integral in storage theory

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