Abstract
We study a continuous time inventory process that is a reflection mapping of a semimartingale netput process. Inventory processes of this type include the workload process in queues, dam and storage processes (with perhaps pure jump Levy input), as well as processes arising in fluid models. We establish sufficient conditions on the netput ensuring that the steady-state inventory has finite moments of order
Citation
Karl Sigman. David D. Yao. "Finite Moments for Inventory Processes." Ann. Appl. Probab. 4 (3) 765 - 778, August, 1994. https://doi.org/10.1214/aoap/1177004970
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