• Publications
  • Scientific Activities
  • Other Activities
  • Talks and Meetings
  • Teaching Resources
  • Z. Palmowski, S. Pojer, S. Thonhauser
    • Exact asymptotics of ruin probabilities with linear Hawkes arrivals,

    Stochastic Processes and their Applications (2025).

  • A. Aksamit, M. O'Reilly, Z. Palmowski
    • Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process,

    Stochastic Models (2025).

  • M. A. Lkabous, Z. Palmowski
    • On the longest negative excursion of a Lévy risk process and related quantities,

    Scandinavian Actuarial Journal (2025).

  • Z. Palmowski, P. Stępniak
    • Pricing Time-Capped American Options Using Least Squares Monte Carlo Method,

    Journal of Computational Finance (2025).

  • A. Aksamit, M. O'Reilly, Z. Palmowski
    • Sensitivities of some performance measures of Quasi-Birth-and-Death processes,

    Stochastic Models (2025).

  • S. Foss, D. Korshunov, Z. Palmowski
    • Maxima sampling on random time intervals for heavy-tailed compound renewal and Lévy processes,

    Stochastic Processes and their Applications 176 (2024), 104422.

  • Z. Palmowski, L. Ramsden, A. Papaioannou
    • Exit Times for a Discrete Markov Additive Process,

    Journal of Theoretical Probability 37 (2024), 1052-1078.

  • Z. Palmowski, L. Ramsden, A. Papaioannou
    • Gerber-Shiu Theory for Discrete Risk Processes in a Regime Switching Environment,

    Applied Mathematics and Computation 467 (2024), 128491.

  • J. Al-Hadad, Z. Palmowski
    • Perpetual American options with asset-dependent discounting,

    Applied Mathematics and Optimization 89 (2024), 18.

  • Z. Palmowski, H. Sariev, M. Savov
    • Moments of exponential functionals of Lévy processes on a deterministic horizon - identities and explicit expressions,

    Bernoulli 30(4) (2024), 2547-2571.

  • M. Krawiec, Z. Palmowski
    • Multivariate Lévy-type drift change detection and mortality modeling,

    European Actuarial Journal 14 (2024), 175-203..

  • C. Di Bello, A. Chechkin, A. Hartmann, Z. Palmowski, R. Metzler
    • Time-dependent probability density function for partial resetting dynamics,

    New Journal of Physics 25 (2023), 082002.

  • S. Baran, C. Constantinescu, Z. Palmowski
    • Asymptotic expected utility of dividend payments in a classical collective risk process,

    Risks 11(4) (2023), 64.

  • Z. Palmowski, P. Stępniak
    • Last passage American cancellable option in Lévy models,

    Journal of Risk and Financial Management 16 (2023), 82.

  • O. Boxma, E. Frostig, Z. Palmowski
    •  A dual risk model with additive and proportional gains: ruin probability and dividends,

    Advances in Applied Probability 55(2) (2023), 549-580.

  • R. van der Hofstad, S. Kapodistria, Z. Palmowski, S. Shneer
    • Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes,

    Journal of Applied Probability 60(1) (2023), 85-105.

  • Y. Nazarathy, Z. Palmowski
    • On Busy Periods of the Critical GI/G/1 Queue and BRAVO,

    Queueing Systems 102 (2022), 219-225.

  • A. Bhattacharya, Z. Palmowski, B. Zwart
    •  Persistence of heavy-tailed sample averages: principle of infinitely many big jumps,

    Electronic Journal of Probability 27 (2022), 1-25.

  • N. Bean, M. O'Reilly, Z. Palmowski
    • Matrix-analytic methods for the analysis of stochastic fluid-fluid models,

    Stochastic Models 38(3) (2022), 416-461. (among 10 most read articles in Stochastic Models in 2022).

  • B. Basrak, M. Conroy, M. Olvera-Cravioto, Z. Palmowski
    • Importance sampling for maxima on trees,

    Stochastic Processes and their Applications 148 (2022), 139-179.

  • Z. Palmowski
    • First exit time for a discrete time parallel queue,

    Queueing Systems 100 (2022), 329-331.

  • Z. Palmowski
    • Ruin Probabilities for Risk Process in a Regime Switching Environment,

    Scandinavian Actuarial Journal 7 (2022), 565-590.

  • S. Foss, D. Korshunov, Z. Palmowski
    • Branching processes with immigration in atypical random environment,

    Extremes 25(1) (2022), 55-77.

  • V. Knopova, Z. Palmowski
    • Subexponential potential asymptotics with applications,

    Advances in Applied Probability 54(3) (2022), 783-807.

  • Z. Palmowski, D. Puchalska
    • Modeling social media contagion using Hawkes processes,

    Mathematica Applicanda 49(1) (2021), 65-83.

  • C. Constantinescu, Z. Palmowski, J. Wang
    • How much we gain by surplus-dependent premiums - asymptotic analysis of ruin probability,

    Risks 9(9) (2021), 157.

  • O. Boxma, A. Löpker, M. Mandjes, Z. Palmowski
    • A Multiplicative Version of the Lindley Recursion,

    Queueing Systems 98 (2021), 225-245.

  • Z. Palmowski, J.L. Pérez, K. Yamazaki
    • Double continuation regions for American options under Poisson exercise opportunities,

    Mathematical Finance 31 (2021), 722-771.

  • N. Bean, M. O'Reilly, Z. Palmowski
    • Yaglom limit for Stochastic Fluid Models,

    Advances in Applied Probability 53(3) (2021), 649-686.

  • J. Al-Hadad, Z. Palmowski
    • Pricing perpetual American put options with asset-dependent discounting,

    Journal of Risk and Financial Management 14(3) (2021), 130.

  • J. Eisenberg, Z. Palmowski
    • Optimal dividends paid in a foreign currency for a Lévy insurance risk model,

    North American Actuarial Journal 25(3) (2021), 417-437.

  • Z. Palmowski, L. Wang
    •  On the exact asymptotics of exit time from a cone of a isotropic alpha-self-similar Markov process with a skew-product structure,

    Probability and Mathematical Statistics 41(1) (2021), 25-38.

  • Z. Palmowski, M. Vlasiou
    •  Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues,

    Queueing Systems 96(1-2) (2020), 153-167.

  • Z. Palmowski
    • Distributional properties of fluid queues busy period and first passage times,

    Mathematics 8(11) (2020), 1988.

  • Z. Palmowski, T. Serafin
    • Note on simulation pricing of pi-options,

    Risks 8(3) (2020), 90.

  • Z. Palmowski, B. Surya
    • Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process,

    Insurance: Mathematics and Economics 93 (2020), 168-177.

  • Z. Palmowski, A. Sidorowicz
    •  An application of dynamic programming to assign pressing tanks at wineries,

    European Journal of Operational Research 287(1) (2020), 293-305.

  • Z. Palmowski, J.L. Pérez, B. Surya, K. Yamazaki
    • The Leland-Toft optimal capital structure model under Poisson observations,

    Finance and Stochastics 24 (2020), 1035-1082.

  • Z. Palmowski, E. Vatamidou
    •  Phase-type approximations for Gerber-Shiu function and risk process with two-sided jumps perturbed by heavy-tailed component,

    Stochastic Models 36(2) (2020), 337-363.

  • I. Czarna, A. Kaszubowski, S. Li, Z. Palmowski
    •  Fluctuation identities for omega-killed Markov additive processes and dividend problem,

    Advances in Applied Probability 52(2) (2020), 404-432.

  • M. De Donno, Z. Palmowski, J. Tumilewicz
    •  Double continuation regions for American and Swing options with negative discount rate in Lévy models,

    Mathematical Finance 30(1) (2020), 196-227.

  • I. Czarna, Y. Li, Z. Palmowski, C. Zhao
    •  Optimal Parisian-type dividends payments discounted by the number of claims for the perturbed classical risk process,

    Probability and Mathematical Statistics 40(1) (2020), 57-81.

  • Z. Palmowski, J. Tumilewicz
    •  Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions,

    Applied Mathematics and Optimization 81 (2020), 301-347.

  • K. Burnecki, Z. Palmowski, M. N. Giuricich
    •  The Valuation of Contingent Convertible Catastrophe Bonds - the Case for Equity Conversion,

    Insurance: Mathematics and Economics 88 (2019), 238-254.

  • A. Bhattacharya, Z. Palmowski
    • Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching,

    Statistics and Probability Letters 154 (2019).

  • Z. Palmowski, L. Stettner, A. Sulima
    •  Optimal portfolio selection in an Itô-Markov additive market,

    Risks 7(1) (2019), 34.

  • A. Bhattacharya, K. Maulik, Z. Palmowski, P. Roy
    •  Extremes of Multi-type Branching Random Walks: Heaviest Tail Wins,

    Advances in Applied Probability 51(2) (2019), 514-540.

  • P. Azcue, N. Muler, Z. Palmowski
    •  Optimal dividend payments for a two-dimensional insurance risk process,

    European Actuarial Journal 9(1) (2019), 241-272.

  • K. Borovkov, Z. Palmowski
    •  Exact asymptotics for hitting a remote orthant by a multivariate Lévy process: the Cramér case,

    2017 MATRIX Annals, Editors: David R. Wood, Jan de Gier, Cheryl E. Praeger, Terence Tao. MATRIX Book Series, Volume 2, Springer, (2019), 303-309.

  • Y. Li, Z. Palmowski, C. Zhao, C. Zhang
    •  Number of claims and ruin time for a refracted risk process,

    2017 MATRIX Annals, Editors: David R. Wood, Jan de Gier, Cheryl E. Praeger, Terence Tao. MATRIX Book Series, Volume 2, Springer, (2019), 559-578.

  • Z. Palmowski, J. Tumilewicz
    •  Zabezpieczenie przed spadkiem wartości aktywa w modelu typu Lévy’ego z fazowymi skokami i dowolną funkcją wynagrodzenia,

    The Collegium of Economic Analysis Annals 51 (2018), 255-270.

  • M. Krawiec, Z. Palmowski, L. Plociniczak
    •  Quickest drift change detection in Lévy-type force of mortality model,

    Applied Mathematics and Computation 338 (2018), 432-450.

  • Z. Palmowski, L. Ramsden, A. D. Papaioannou
    •  Parisian ruin for the dual risk process in discrete-time,

    European Actuarial Journal 8(1) (2018), 197-214.

  • Z. Palmowski, L. Stettner, A. Sulima
    •  A note on chaotic and predictable representations for Itô-Markov additive processes,

    Stochastic Analysis and Applications 36(4) (2018), 622-638 .

  • K. Bogdan, Z. Palmowski, L. Wang
    •  Yaglom limit for stable processes in cones,

    Electronic Journal of Probability 23(11) (2018), 1-19.

  • Z. Palmowski, J. Tumilewicz
    •  Pricing insurance drawdowns-type contracts with underlying Lévy assets,

    Insurance: Mathematics and Economics 79 (2018), 1-14.

  • B. Li, Z. Palmowski
    •  Fluctuations of Omega-killed spectrally negative Lévy processes,

    Stochastic Processes and their Applications 128 (2018), 3273-3299.

  • R. Loeffen, Z. Palmowski, B. Surya
    •  Discounted Penalty Function at Parisian Ruin for Lévy Insurance Risk Process,

    Insurance: Mathematics and Economics 83 (2018), 190-197 .

  • X. Liang, Z. Palmowski
    •  A note on optimal expected utility of dividend payments with proportional reinsurance,

    Scandinavian Actuarial Journal 4 (2018), 275-293.

  • E. Marciniak, Z. Palmowski
    •  On the Optimal Dividend Problem in the Dual Models with Surplus-Dependent Premiums,

    Journal of Optimization Theory and Applications 179(2) (2018), 533-552.

  • S. Foss, D. Korshunov, Z. Palmowski, T. Rolski
    •  Two-dimensional ruin probability for subexponential claim size,

    Probability and Mathematical Statistics 37(2) (2017), 319-335.

  • Z. Palmowski, P. Swiatek
    •  A note on first passage probabilities of a Lévy process reflected at a general barrier,

    Probability and Mathematical Statistics 37(2) (2017), 455-469.

  • S. Kapodistria, Z. Palmowski
    •  Matrix geometric approach for random walks: stability condition and equilibrium distribution,

    Stochastic Models 33(4) (2017), 572-597 (among 10 most ever read articles in Stochastic Models, 2018).

  • S. Baran, Z. Palmowski
    •  Optimizing expected utility of dividend payments for a Cramér-Lundberg risk proces,

    Applicationes Mathematicae 44 (2017), 247-265.

  • I. Czarna, Z. Palmowski
    •  Parisian quasi-stationary distributions for asymmetric Lévy processes,

    Statistics and Probability Letters 127 (2017), 75-84.

  • M. Krawiec, Z. Palmowski
    •  Detekcja zmiany dryfu w modelowaniu natężenia śmiertelności,

    Silesian Statistical Review 15(21) (2017), 147-168.

  • Z. Palmowski, J. Tumilewicz
    •  Insurance drawdowns-type contracts for a phase-type risk process perturbed by Brownian motion,

    Silesian Statistical Review 15(21) (2017), 201-226.

  • Z. Palmowski
    •  A note on VaR for the winner's curse,

    Economics of the 21st Century 3(15) (2017), 124-134.

  • E. Baurdoux, Z. Palmowski, M. Pistorius
    •  On future drawdowns of Lévy processes,

    Stochastic Processes and their Applications 127 (2017), 2679-2698.

  • I. Czarna, Y. Li, Z. Palmowski, C. Zhao
    •  The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model,

    Journal of Computational and Applied Mathematics 313 (2017), 499-514.

  • I. Czarna, Z. Palmowski, P. Swiatek
    •  Discrete time ruin probability with Parisian delay,

    Scandinavian Actuarial Journal 10 (2017), 854-869.

  • C. Constantinescu, S. Dai, W. Ni, Z. Palmowski
    •  Ruin probabilities with dependence on the number of claims within a fixed time window,

    Risks 4(2) (2016).

  • Z. Palmowski
    •  Problem optymalizacyjny de Finettiego dla procesów Lévy'ego,

    Wiadomości matematyczne 52(1) (2016), 1-19.

  • E. Marciniak, Z. Palmowski
    •  On the optimal dividend problem for insurance risk models with surplus-dependent premiums,

    Journal of Optimization Theory and Applications 168 (2016), 723-742.

  • Z. Michna, Z. Palmowski, M. Pistorius
    •  The distribution of the supremum for spectrally asymmetric Lévy processes,

    Electronic Communications in Probability 20 (2015).

  • F. Avram, Z. Palmowski, M. Pistorius
    •  On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk-process in the presence of a penalty function,

    Annals of Applied Probability 25(4) (2015), 1868-1935.

  • M. Vlasiou, Z. Palmowski, B. Zwart
    •  A Lévy input fluid queue with input and workload regulation,

    Queueing Systems 76(1) (2014), 21-36.

  • I. Czarna, Z. Palmowski
    •  Dividend problem with Parisian delay for a spectrally negative Lévy risk process,

    Journal of Optimization Theory and Applications 161 (2014), 239-256.

  • P. Klusik, Z. Palmowski
    •  A note on Wiener-Hopf factorization for spectrally negative Markov Additive processes,

    Journal of Theoretical Probability 27 (2014), 202-219.

  • M. O'Reilly, Z. Palmowski
    • Loss rate for stochastic fluid models,

    Performance Evaluation 70(9) (2013), 593-606.

  • G. Latouche, G. Nguyen, Z. Palmowski
    • Two-dimensional fluid queues with temporary assistance,

    Matrix-Analytic Methods in Stochastic Models, Springer Proceedings in Mathematics & Statistics 27 (2013), 187-207.

  • B. Basrak, R. Kulik, Z. Palmowski
    •  Heavy tailed branching process with immigration,

    Stochastic models 29.4 (2013), 413-434.

  • H. Albrecher, C. Constantinescu, Z. Palmowski, G. Regensburger, M. Rosenkranz
    •  Exact and asymptotic results for insurance risk models with surplus-dependent premiums,

    SIAM Journal on Applied Mathematics 73(1) (2013), 47-66.

  • A. Löpker, Z. Palmowski
    • On Time Reversal of Piecewise Deterministic Markov Processes,

    Electronic Journal of Probability 18 (2013), 1-29.

  • R. Loeffen, I. Czarna, Z. Palmowski
    •  Parisian ruin probability for spectrally negative Lévy processes,

    Bernoulli 19(2) (2013), 599-609.

  • S. Baran, Z. Palmowski
    •  Problem optymalizacji oczekiwanej użytecznosci wypłat dywidend w modelu Craméra-Lundberga,

    The Collegium of Economic Analysis Annals 31 (2013).

  • J. Ivanovs, Z. Palmowski
    •  Occupation densities in solving exit problems for Markov additive processes and their reflections,

    Stochastic Processes and their Applications 122(9) (2012), 3342-3360.

  • M. Mandjes, Z. Palmowski, T. Rolski
    • Quasi-stationary workload in a Lévy-driven storage system,

    Stochastic Models 28(3) (2012), 413-432.

  • I. Czarna, Z. Palmowski
    •  Porównanie prawdopodobieństw paryskiej i klasycznej ruiny dla procesu ryzyka typu Lévy'ego,

    Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu 207 (2012), 9-21.

  • I. Czarna, Z. Palmowski
    •  Problem wyboru optymalnej paryskiej dywidendy dla procesu ryzyka typu Lévy'ego: numeryczna analiza,

    Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu 207 (2012), 22-37.

  • M. Mandjes, Z. Palmowski, V. Shneer
    •  Introduction to special issue on open problems,

    Queueing Systems 68(3-4) (2011), 217-220.

  • P. Swiatek, Z. Palmowski
    • Loss rate for a general Lévy process with downward periodic barrier,

    Journal of Applied Probability (New Frontiers in Applied Probability) 48A (2011), 99-109.

  • R. Kulik, Z. Palmowski
    •  Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations,

    Queueing Systems 68(3) (2011), 275-284.

  • I. Czarna, Z. Palmowski
    •  Ruin probability with Parisian delay for a spectrally negative Lévy risk process,

    Journal of Applied Probability 48(4) (2011), 984-1002.

  • I. Czarna, Z. Palmowski
    •  De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process,

    Stochastic Models 27 (2011), 220-250.

  • P. Klusik, Z. Palmowski
    •  Quantile hedging for equity-linked contracts,

    Insurance: Mathematics and Economics 48 (2011), 280-286.

  • Z. Palmowski, M. Vlasiou
    •  A Lévy input model with additional state-dependent services,

    Stochastic Processes and their Applications 121(7) (2011), 1546-1564.

  • Z. Palmowski, B. Zwart
    •  On perturbed random walks,

    Journal of Applied Probability 47(4) (2010), 1203-1204.

  • F. Avram, Z. Palmowski, M. Pistorius
    •  On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function,

    Monografias del Seminario Matematico Garcia de Galdeano (2010).

  • P. Klusik, Z. Palmowski, J. Zwierz
    • Quantile hedging for an insider,

    Probability and Mathematical Statistics 30(2) (2010), 247-258.

  • M. Vlasiou, Z. Palmowski
    •  Large deviations for a random sign Lindley recursion,

    Journal of Applied Probability 47(1) (2010), 72-83.

  • Z. Palmowski, M. Pistorius
    •  Cramér asymptotics for finite time first passage probabilities of general Lévy processes,

    Statistics and Probability Letters 79(16) (2009), 1752-1758.

  • F. Avram, Z. Palmowski, M. Pistorius
    •  A two-dimensional ruin problem on the positive quadrant,

    Insurance: Mathematics and Economics 42(1) (2008), 227-234.

  • F. Avram, Z. Palmowski, M. Pistorius
    •  Exit problem of a two-dimensional risk process from a cone: exact and asymptotic results,

    Annals of Applied Probability 18(6) (2008), 2421-2449.

  • A. Kyprianou, Z. Palmowski
    •  Fluctuations of spectrally negative Markov Additive processes,

    Séminaire de Probabilités Vol XLI (2008), 121-135.

  • A. Kyprianou, Z. Palmowski
    •  Distributional study of De Finetti's dividend problem for a general Lévy insurance risk process,

    Journal of Applied Probability 44(2) (2007), 428-443.

  • Z. Palmowski, B. Zwart
    •  Tail asymptotics for the supremum of a regenerative process,

    Journal of Applied Probability 44(2) (2007), 349-365.

  • F. Avram, Z. Palmowski, M. Pistorius
    •  On the optimal dividend problem for a spectrally negative Lévy process,

    Annals of Applied Probability 17(1) (2007), 156-180.

  • F. Avram, Z. Palmowski, M. Pistorius
    •  A two-dimensional ruin problem on the positive quadrant, with exponential claims: Feynman-Kac formula, Laplace transform and its inversion,

    Monografias del Seminario Matematico Garcia de Galdeano 33 (2006), 199-205.

  • Z. Palmowski
    • Aproksymacja prawdopodobienstwa ruiny firmy ubezpieczeniowej w dyfuzyjnym modelu Coxa,

    Prace Naukowe Akademii Ekonomicznej we Wroclawiu 1108 (2006), 34-54.

  • A. Kyprianou, Z. Palmowski
    •  Quasi-stationary distributions for Lévy processes,

    Bernoulli 12(4) (2006), 571-581.

  • Z. Palmowski, T. Rolski
    •  On the exact asymptotics of the busy period in GI/G/1 queues,

    Advances in Applied Probability 38(3) (2006), 792-803.

  • R. Kulik, Z. Palmowski
    •  Tail behaviour of the area under queue length process of a single server queue with regularly varying service times,

    Queueing Systems 50 (2005), 299-323.

  • S. Foss, Z. Palmowski, S. Zachary
    •  The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk,

    Annals of Applied Probability 15(3) (2005), 1936-1957.

  • A. Kyprianou, Z. Palmowski
    • A martingale review of some fluctuation theory for spectrally negative Lévy processes,

    Séminaire de Probabilités Vol XXXVIII (2005), 16-29.

  • Z. Palmowski, T. Rolski
    •  Markov processes conditioned to never exit a subspace of the state space,

    Probability and Mathematical Statistics 24(2) (2004), 339-353.

  • H. Ayhan, Z. Palmowski, S. Schlegel
    •  Cyclic queueing networks with subexponential service times,

    Journal of Applied Probability 41(3) (2004), 791-801.

  • Z. Palmowski
    •  A note on importance sampling simulation for a germ-grain model,

    Probability and Mathematical Statistics 23(2) (2003), 293-304.

  • A. Borovkov, O. Boxma, Z. Palmowski
    • On the integral of the workload process of the single server queue,

    Journal of Applied Probability 41(1) (2003), 200-225.

  • Z. Palmowski, S. Schlegel, O. Boxma
    • A tandem queue with a gate mechanism,

    Queueing Systems 43 (2003), 349-364.

  • Z. Palmowski
    • Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environment,

    Probability and Mathematical Statistics 22(2) (2002), 381-405.

  • Z. Palmowski, T. Rolski
    • A technique for the exponential change of measure for Markov processes,

    Bernoulli 8(6) (2002), 767-785. ( 2nd most ever read article in Bernoulli, 2021).

  • Z. Palmowski
    • Lundberg inequalities in a diffusion environment,

    Insurance: Mathematics and Economics 31(2) (2002), 303-313.

  • Z. Palmowski
    • A note on bounds in the SMP fluid models,

    Queueing Systems 38 (2001), 77-89.

  • K. Debicki, Z. Palmowski
    • Heavy traffic Gaussian asymptotics of on-off fluid model,

    Queueing Systems 33 (1999), 327-338.

  • N. Gautam, V. Kulkarni, Z. Palmowski, T. Rolski
    • Bounds for fluid models driven by semi-Markov inputs,

    Probability in Engineering and Information Sciences 13(4) (1999), 429-475

  • Z. Palmowski, T. Rolski
    • The superposition of alternating on-off flows and a fluid model,

    Annals of Applied Probability 8(2) (1998), 524-541.

  • Z. Palmowski, T. Rolski
    • A note on martingale inequalities for fluid models,

    Statistics and Probability Letters 31 (1996), 13-21.