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2013
Mark On the Dynamics of Semimartingales with Two Reflecting Barriers
Pihlsgård, Mats ^LU and Glynn, Peter W. (2013) In Journal of Applied Probability 50(3). p.671-685
- Contribution to journal › Article
2004
Mark Transient properties of many-server queues and related QBDs
Asmussen, S and Pihlsgård, Mats ^LU (2004) In Queueing Systems 46(3-4). p.249-270
- Contribution to journal › Article
2003
Mark Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
Rubenthaler, S and Wiktorsson, Magnus ^LU (2003) In Stochastic Processes and their Applications 108(1). p.1-26
- Contribution to journal › Article
2002
Mark Large deviations and fast simulation in the presence of boundaries
Asmussen, Sören ^LU ; Fuckerieder, P ; Jobmann, M and Schwefel, HP (2002) In Stochastic Processes and their Applications 102(1). p.1-23
- Contribution to journal › Article
Mark Exact buffer overflow calculations for queues via martingales
Asmussen, Sören ^LU ; Jobmann, M and Schwefel, HP (2002) In Queueing Systems 42(1). p.63-90
- Contribution to journal › Article