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A stochastic integral in storage theory

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Publication:5604221
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DOI10.1007/BF00536759zbMath0204.50204OpenAlexW2064959823MaRDI QIDQ5604221

Mark A. Pinsky, Erhan Çinlar

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536759



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Asymptotic inference for semimartingale models with singular parameter points, A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type, On decay–surge population models, Local asymptotic mixed normality for semimartingale experiments, On a piece-wise deterministic Markov process model, On a functional differential equation that arises in a Markov control problem, Diffusion approximation for storage processes, Optimal control of a one-dimensional storage process, Continuous feedback fluid queues, Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes



Cites Work

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  • Change of Time Scale For Markov Processes
  • The Existence and Uniqueness of Stationary Measures for Markov Renewal Processes
  • A theory of dams with continuous input and a general release rule
  • Markov renewal theory
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