Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death

DOI10.14498/vsgtu1725zbMath1449.60046OpenAlexW2986175819MaRDI QIDQ5216691

A. A. Butov, A. A. Kovalenko

Publication date: 18 February 2020

Published in: Вестник Самарского государственного технического университета. Серия «Физико-математические науки» (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vsgtu1725

zbMATH Keywords

modelingstopping timemartingalelocal timejust-in-timetrajectorycounting processcompensatorintensityprocess of birth and deathwindow of vulnerability

Mathematics Subject Classification ID

Strong limit theorems (60F15) Applications of branching processes (60J85) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• Time reversal of non-Markov point processes
• On the problem of optimal instant observations of the linear birth and death process
• Time reversal on Lévy processes
• Birth/birth-death processes and their computable transition probabilities with biological applications
• Markovian bridges and reversible diffusion processes with jumps
• Remarks on limit theorems for reversible Markov processes and their applications
• Bridges of Markov counting processes. Reciprocal classes and duality formulas
• Fuzziness in JIT and Lean Production Systems
• Stochastic models of simple controlled systems just-in-time
• Some Estimates for a One-Dimensional Birth and Death Process in a Random Environment
• Random walks in random environments of a general type

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