Useful martingales for stochastic storage processes with Lévy input
type: Item
instance of: scholarly article
title: Useful martingales for stochastic storage processes with Lévy input
zbMATH Open document ID: 0761.60065
DOI: 10.2307/3214576
author: Offer Kella
author: Ward Whitt
published in: Journal of Applied Probability
publication date: 1993-01-16T00:00:00Z
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60K30
zbMATH DE Number: 90093
zbMATH Keywords: queueing theory
zbMATH Keywords: stochastic integration
zbMATH Keywords: storage model
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/3214576
OpenAlex ID: W4245595716
description: scientific article