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Results:
1-10
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Results: 10
Authors:
Asmussen, S
Kella, O
Citation: S. Asmussen et O. Kella, On optional stopping of some exponential martingales for Levy processes with or without reflection, STOCH PR AP, 91(1), 2001, pp. 47-55
Authors:
Boxma, O
Kella, O
Perry, D
Citation: O. Boxma et al., An intermittent fluid system with exponential on-times and semi-Markov input rates, PROB ENG I, 15(2), 2001, pp. 189-198
Authors:
Kella, O
Miyazawa, M
Citation: O. Kella et M. Miyazawa, Editorial introduction, QUEUEING S, 37(1-3), 2001, pp. 5-7
Authors:
Kella, O
Citation: O. Kella, Markov-modulated feedforward fluid networks, QUEUEING S, 37(1-3), 2001, pp. 141-161
Authors:
Kella, O
Miyazawa, M
Citation: O. Kella et M. Miyazawa, Parallel fluid queues with constant inflows and simultaneous random reductions, J APPL PROB, 38(3), 2001, pp. 609-620
Authors:
Kella, O
Stadje, W
Citation: O. Kella et W. Stadje, On hitting times for compound Poisson dams with exponential jumps and linear release rate, J APPL PROB, 38(3), 2001, pp. 781-786
Authors:
Kella, O
Citation: O. Kella, Non-product form of two-dimensional fluid networks with dependent Levy inputs, J APPL PROB, 37(4), 2000, pp. 1117-1122
Authors:
Asmussen, S
Kella, O
Citation: S. Asmussen et O. Kella, A multi-dimensional martingale for Markov additive processes and its applications, ADV APPL P, 32(2), 2000, pp. 376-393
Authors:
Finkelshtain, I
Kella, O
Scarsini, M
Citation: I. Finkelshtain et al., On risk aversion with two risks, J MATH ECON, 31(2), 1999, pp. 239-250
Authors:
Kella, O
Whitt, W
Citation: O. Kella et W. Whitt, Linear stochastic fluid networks, J APPL PROB, 36(1), 1999, pp. 244-260
Risultati:
1-10
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