A first passage problem and its applications to the analysis of a class of stochastic models.

Abolnikov, Lev; Dshalalow, Jewgeni H.

Journal of Applied Mathematics and Stochastic Analysis (1992)

  • Volume: 5, Issue: 1, page 83-97
  • ISSN: 2090-3332

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Abolnikov, Lev, and Dshalalow, Jewgeni H.. "A first passage problem and its applications to the analysis of a class of stochastic models.." Journal of Applied Mathematics and Stochastic Analysis 5.1 (1992): 83-97. <http://eudml.org/doc/46674>.

@article{Abolnikov1992,
author = {Abolnikov, Lev, Dshalalow, Jewgeni H.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {first passage problem; fluctuation theory; inventory control; dam models; bulk queueing system},
language = {eng},
number = {1},
pages = {83-97},
publisher = {Hindawi Publishing Corporation, New York},
title = {A first passage problem and its applications to the analysis of a class of stochastic models.},
url = {http://eudml.org/doc/46674},
volume = {5},
year = {1992},
}

TY - JOUR
AU - Abolnikov, Lev
AU - Dshalalow, Jewgeni H.
TI - A first passage problem and its applications to the analysis of a class of stochastic models.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1992
PB - Hindawi Publishing Corporation, New York
VL - 5
IS - 1
SP - 83
EP - 97
LA - eng
KW - first passage problem; fluctuation theory; inventory control; dam models; bulk queueing system
UR - http://eudml.org/doc/46674
ER -

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