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Useful martingales for stochastic storage processes with Lévy-type input and decomposition results Offer Kella∗ † Onno Boxma
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
0.85SIGLELD:7074.135(E.E/CON--80.7). / BLDSC - British Library Document Supply CentreGBUnited Kingdo
A stochastic process Xt is called a near-martingale with respect to a filtration {Ft} if E[Xt|Fs] = ...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
34 pages, 4 figuresWe introduce a new class of estimators for the linear response of steady states o...
Examples of square integrable martingales adapted to processes with independent increments and ortho...
Set-indexed local martingales are defined and studied. We present some optional sampling theorems fo...
Available online 30 April 2015.We consider a multivariate time series whose increments are given fro...
This thesis deals with martingales and other subjects that are closely connected with this area. It ...
AbstractWe consider a Poisson process η on a measurable space equipped with a strict partial orderin...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
0.85SIGLELD:7074.135(E.E/CON--80.7). / BLDSC - British Library Document Supply CentreGBUnited Kingdo
A stochastic process Xt is called a near-martingale with respect to a filtration {Ft} if E[Xt|Fs] = ...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes ...
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
34 pages, 4 figuresWe introduce a new class of estimators for the linear response of steady states o...
Examples of square integrable martingales adapted to processes with independent increments and ortho...
Set-indexed local martingales are defined and studied. We present some optional sampling theorems fo...
Available online 30 April 2015.We consider a multivariate time series whose increments are given fro...
This thesis deals with martingales and other subjects that are closely connected with this area. It ...
AbstractWe consider a Poisson process η on a measurable space equipped with a strict partial orderin...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
0.85SIGLELD:7074.135(E.E/CON--80.7). / BLDSC - British Library Document Supply CentreGBUnited Kingdo
A stochastic process Xt is called a near-martingale with respect to a filtration {Ft} if E[Xt|Fs] = ...
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