Useful martingales for stochastic storage processes with Lévy-type input and decomposition results

2011/12/20 by Kella, Offer, Boxma, Onno
#60H30 #60K25 #60K30 #60K37 #90B05 #90B22 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1112.4756

Abstract

This paper has been withdrawn by the author as it has been divided into two separate papers.

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