Continuous-time monotone stochastic recursions and duality
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Publication:4507949
DOI10.1239/aap/1013540172zbMath0971.60040OpenAlexW2048375498MaRDI QIDQ4507949
Publication date: 14 January 2001
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540172
stability conditionsmonotonicity conditionstwo-sided reflectioninventory processesdiffusions with or without jumpsdual recursion
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