"On the pathwise computation of derivatives with respect to the rate of a ..."

Pierre Brémaud, Felisa J. Vázquez-Abad (1992)

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DOI: 10.1007/BF01159209

access: closed

type: Journal Article

metadata version: 2020-05-18

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Pierre Brémaud, Felisa J. Vázquez-Abad:
On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method. Queueing Syst. Theory Appl. 10(3): 249-269 (1992)

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