Pages that link to "Item:Q2774457"
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The following pages link to On hitting times for compound Poisson dams with exponential jumps and linear release rate (Q2774457):
Displayed 14 items.
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
- Shot-noise queueing models (Q2070672) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- First exit times for compound Poisson dams with a general release rule (Q2466775) (← links)
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
- Statistical analysis of a dynamic model for dietary contaminant exposure (Q2821182) (← links)
- Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes (Q3014974) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- A GENERALIZED MEMORYLESS PROPERTY (Q4911123) (← links)
- Two queues with time-limited polling and workload-dependent service speeds (Q4998024) (← links)
- Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (Q5083889) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- A Markovian growth-collapse model (Q5475397) (← links)