NDLI: A piecewise linear stochastic differential equation driven by a Lévy process

Content Provider	Scilit
Author	Reed, Josh Zwart, Bert
Copyright Year	2011
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/03E18F25BEF33D5E095E9EFF4461485E/S0021900200099162a.pdf/div-class-title-a-piecewise-linear-stochastic-differential-equation-driven-by-a-levy-process-div.pdf
Ending Page	119
Page Count	11
Starting Page	109
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200099162
Journal	Journal of applied probability
Issue Number	A
Volume Number	48
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2011-08-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Lévy Process Queues with Many Servers Storage Model Stochastic Differential Equation Time Change
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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A piecewise linear stochastic differential equation driven by a Lévy process