Forward equations for reflected diffusions with jumps
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF01187963.pdf
Reference21 articles.
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2. F. Baccelli and P. Brémaud (1994): Elements of Queueing Theory. Applications of Mathematics, Vol. 26. Springer-Verlag, New York.
3. A. V. Balakrishnan (1981): Applied Functional Analysis. Applications of Mathematics, Vol. 3. Springer-Verlag, New York.
4. I. Bardhan and K. Sigman (1993): Rate conservation laws for stationary semimartingales. Probl. Engrg. Inform. Sci., 7:1?17.
5. P. Brémaud (1989): Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability. Queueing Systems Theory Applic. 5:99?112.
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