Fluctuation theory in continuous time

DOI10.2307/1426397zbMath0322.60068OpenAlexW4375841085WikidataQ89892339 ScholiaQ89892339MaRDI QIDQ4085037

Publication date: 1975

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

Full work available at URL: https://doi.org/10.2307/1426397

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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