On the maximum workload of a queue fed by fractional Brownian motion
By Assaf J. Zeevi, Peter W. Glynn. 2001
49 citations recorded by the source corpus.
Subfields: Finance, Management Information Systems, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/2daf5be982f3cbe27aede608e016baf37c42ee14
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In Finance
In Management Science and Operations Research
Citations in the corpus
- Stochastic modeling in nanoscale biophysics: Subdiffusion within proteins (2008, unknown): “By S. C. Kou1”
- On the supremum of γ-reflected processes with fractional Brownian motion as input (2013, background): “VZ(s, t) = T ( 1−HT−1(T − t)−HγT−1s ) + o((T − t) + s), H > 1/2, T 1/2 ( 1− 1 2T−1(T − t)− ((1) 2γT−1 + γ−γ(2) 2 T )s ) + o((T − t) + s), H = 1/2, T ( 1−HT−1(T − t)− γ−γ(2) 2 Ts ) + o((T − t) + s), H < 1/2, (23)”