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J. Michael Harrison
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1984
Showing papers by "J. Michael Harrison published in 1984"
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Journal Article
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DOI
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A tandem storage system and its diffusion limit
[...]
J. Michael Harrison
1
,
Larry A. Shepp
2
•
Institutions (2)
Stanford University
1
,
Bell Labs
2
01 Mar
1984
-
Stochastic Processes and their Applications
TL;DR:
In this article, the authors consider a two-dimensional diffusion process Z(t) = [Z1, Z2] that lives in the half strip {0 ⩽ Z1 ⩾ 1, 0 ⩼ Z2 < ∞}.
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