Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate [0.03%]
在确定性财富和奥恩斯坦-乌伦贝克贴现率下的无限消费问题研究
Julia Eisenberg
Julia Eisenberg
We consider an individual or household endowed with an initial capital and an income, modeled as a linear function of time. Assuming that the discount rate evolves as an Ornstein-Uhlenbeck process, we target to find an unrestricted consumpt...
A New Method for Deriving Waiting-Time Approximations in Polling Systems with Renewal Arrivals [0.03%]
一种推导具有更新到达的轮询系统中等待时间近似值的新方法
Dorsman, J. L.; van der Mei, R. D.; Winands et al.
Dorsman et al.
Maximum Likelihood Estimation in Alternating Renewal Processes Under Window Censoring [0.03%]
窗口筛选下交替更新过程的最大似然估计
Alvarez, Enrique E.
Alvarez
Bebbington, Mark; Davydov, Youri; Zitikis et al.
Bebbington et al.
Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes [0.03%]
短记忆和长记忆分数Ornstein-Uhlenbeckα稳定过程
Magdziarz, Marcin
Magdziarz
Dieker, A.B.; Mandjes, M.
Dieker
The Impact of Self-Generation of Priorities on Multi-Server Queues with Finite Capacity [0.03%]
优先级自生成对有限容量多服务器队列的影响
Gómez-Corral, A.; Krishnamoorthy, A.; Narayanan et al.
Gómez-Corral et al.
Lian, Z.; Liu, X.; Liu et al.
Lian et al.
Asmussen, Søren; Kroese, Dirk P.; Rubinstein et al.
Asmussen et al.