11 citations · 46 across the 32 of their papers we have counts for
3 papers · 2 filters
On the excursions of reflected local time processes and stochastic fluid queues
Takis Konstantopoulos, Andreas E. Kyprianou, Paavo Salminen
This paper extends previous work by the authors. We consider the local time process of a strong Markov process, add negative drift, and reflect it à la Skorokhod. The resulting pro…
Limit theorems for a random directed slab graph
Denis Denisov, Sergey Foss, Takis Konstantopoulos
We consider a stochastic directed graph on the integers whereby a directed edge between and a larger integer exists with probability depending solely on the dista…
Integral representation of Skorokhod reflection
Venkat Anantharam, Takis Konstantopoulos
We show that a certain integral representation of the one-sided Skorokhod reflection of a continuous bounded variation function characterizes the reflection in that it possesses a…