A stochastic clearing model with a Brownian and a compound poisson component

Probability in the Engineering and Informational Sciences

Volumn 17, Issue 1, 2003, Pages 1-22

  Kella, Offer ^a   Perry, David ^b   Stadje, Wolfgang ^c  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b UNIVERSITY OF HAIFA   (Israel)

^c UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

STOCHASTIC SYSTEMS;

BROWNIAN; BROWNIAN MOTION WITH DRIFT; COMPOUND POISSON; COMPOUND POISSON PROCESS; COST FUNCTIONALS; STOCHASTIC INPUTS; STOCK LEVEL;

STOCHASTIC MODELS;

EID: 0037250307     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S026996480317101X     Document Type: Article

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