Stationary regimes for inventory processes

Stationary regimes for inventory processes

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Article ID: iaor19951955
Country: Netherlands
Volume: 56
Issue: 1
Start Page Number: 77
End Page Number: 86
Publication Date: Mar 1995
Journal: Stochastic Processes and Their Applications
Authors: ,
Abstract:

The inventory equation, Z(t)=X(t)+L(t), where X={X(t):t≥0} is a given netput process and {L(t):t≥0} is the corresponding lost potential process, is explored in the general case when X is a negative drift stochastic process that has asymptotically stationary increments. The present results show that if (as s⇒•)Xs

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