Characterizations of random walks on random lattices and their ramifications
DOI10.1080/07362994.2019.1694417zbMath1444.60036OpenAlexW2992645009MaRDI QIDQ5216266
Jewgeni H. Dshalalow, Ryan T. White
Publication date: 17 February 2020
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2019.1694417
queueingantagonistic gamesrandom walkPoisson processfirst passage timeexit timemarked point processesrandom latticesN-policydoubly-stochastic random walkfluctuations of stochastic processesindependent and stationary increments processesqueues with vacationing server
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Stable stochastic processes (60G52)
Cites Work
- Time sensitive analysis of independent and stationary increment processes
- Mean first passage times of two-dimensional processes with jumps
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
- On exit times of multivariate random walk with some applications to finance
- Perpetual options and Canadization through fluctuation theory
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance
- Time sensitive functionals of marked Cox processes
- Exit problems for jump processes with applications to dividend problems
- Fluctuation analysis in parallel queues with hysteretic control
- On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
- Time Sensitive Functionals in a Queue with Sequential Maintenance
- On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk
- Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes
- On Strategic Defense in Stochastic Networks
- A Guide to First-Passage Processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
