Concavity and reflected Lévy processes
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Publication:3992301
DOI10.2307/3214806zbMath0760.60069OpenAlexW2321701241MaRDI QIDQ3992301
Publication date: 13 August 1992
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214806
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Convexity of real functions in one variable, generalizations (26A51) Local time and additive functionals (60J55) Markov processes (60J99)
Related Items (5)
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity ⋮ On the full idle time in multiphase queueing systems ⋮ Structural properties of reflected Lévy processes ⋮ Lévy Processes with Two-Sided Reflection ⋮ About the cumulative idle time in multiphase queues
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