On the excursions of reflected local-time processes and stochastic fluid queues

DOI10.1239/JAP/1318940457zbMath1259.60053arXiv1006.2120OpenAlexW2134265444MaRDI QIDQ3094475

Takis Konstantopoulos, Andreas E. Kyprianou, Paavo H. Salminen

Publication date: 25 October 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2120

zbMATH Keywords

local timeLévy processqueueing systemreflected processexcursion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Local time and additive functionals (60J55)

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