Diffusion approximation for storage processes
type: Item
instance of: scholarly article
title: Diffusion approximation for storage processes
zbMATH Open document ID: 0515.60009
DOI: 10.1016/0167-6377(83)90060-3
author: Keigo Yamada
published in: Operations Research Letters
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 90B05
zbMATH DE Number: 3814641
zbMATH Keywords: storage processes
zbMATH Keywords: limit theorem
zbMATH Keywords: diffusion approximation
zbMATH Keywords: martingale approach
MaRDI profile type: Publication
full work available at URL: 0167-6377(83)90060-3
OpenAlex ID: W1966880934
cites work: A stochastic integral in storage theory
cites work: Weak convergence of probability measures and random functions in the function space D[0,∞)
cites work: Q5262334
cites work: Heavy Traffic Limit Theorems for Queues: A Survey
description: scientific article; zbMATH DE number 3814641