43 citations · 69 across the 13 of their papers we have counts for
Showing 2012Show all
2 papers · 1 filter
math.PR2012
Admission Control for Multidimensional Workload with Heavy Tails and Fractional Ornstein-Uhlenbeck Process
Amarjit Budhiraja, Vladas Pipiras, Xiaoming Song
The infinite source Poisson arrival model with heavy-tailed workload distributions has attracted much attention, especially in the modeling of data packet traffic in communication…
math.PR2012★ 43 cited
Malliavin calculus for backward stochastic differential equations and application to numerical solutions
Yaozhong Hu, David Nualart, Xiaoming Song
In this paper we study backward stochastic differential equations with general terminal value and general random generator. In particular, we do not require the terminal value be g…