Structural properties of reflected Lévy processes-Reference-Cited by-同舟云学术

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Structural properties of reflected Lévy processes

Published:2009-04-28 Issue:1-4 Volume:63 Page:301-322
ISSN:0257-0130
Container-title:Queueing Systems
language:en
Short-container-title:Queueing Syst

Author:

Andersen Lars Nørvang,Mandjes Michel

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications

Link

http://link.springer.com/content/pdf/10.1007/s11134-009-9116-y.pdf

Reference16 articles.

1. Andersen, L.N., Asmussen, S.: Loss rate asymptotics. Available from http://home.imf.au.dk/larsa/loss/loss.pdf (2008)

2. Applications of Mathematics (New York);S. Asmussen,2003

3. Bernstein, S.: Sur les fonctions absolument monotones. Acta Math. 52, 1–66 (1929)

4. Cambridge Tracts in Mathematics;J. Bertoin,1996

5. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)

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