Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers
DOI10.1080/07362994.2013.800373zbMath1280.60053OpenAlexW2068813816MaRDI QIDQ2844027
V. Thangaraj, P. R. Vittal, V. Muralidhar
Publication date: 27 August 2013
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2013.800373
boundary conditionsfirst passage timesdiffusion processintegro-differential equationmaster equationfinite damseparable kernelimbedding methodabsorbing and reflecting barriers
Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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Cites Work
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