Author:
Nørvang Andersen Lars,Asmussen Søren
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Cited by
8 articles.
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1. Optimal Control of Diffusion Processes;Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems;2020
2. Local martingales with two reflecting barriers;Journal of Applied Probability;2015-12
3. Local martingales with two reflecting barriers;Journal of Applied Probability;2015-12
4. Lévy Processes with Two-Sided Reflection;Lecture Notes in Mathematics;2015
5. Optimal processing rate and buffer size of a jump-diffusion processing system;Annals of Operations Research;2014-01-07