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Original Articles

Fluctuations of Recurrent Processes and Their Applications to the Stock Market

Pages 67-79 | Published online: 16 Aug 2006

References

  • Dshalalow, J. H. On termination time processes. In: Galambos, J., Gani, J. Eds. Studies in Applied Probability ; Essays in honor of Lajos Takács. J. Appl. Prob. Special Volume 31A, 325–336
  • Dshalalow , J.H. 1995 . “ Excess level processes in queueing ” . In Advances in Queueing Edited by: Dshalalow , J.H. 243 – 262 . Boca Raton , FL : CRC Press .
  • Dshalalow , J.H. 1997 . On the level crossing of multi-dimensional delayed renewal processes . J. Appl. Math. Stoch. Anal. , 10 ( 4 ) : 355 – 361 .
  • Dshalalow , J.H. 2001 . Time dependent analysis of multivariate marked renewal processes . J. Appl. Prob. , 38 ( 4 ) : 707 – 721 .

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