On hitting times for compound Poisson dams with exponential jumps and linear release rate (Q2774457): Difference between revisions
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scientific article
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English | On hitting times for compound Poisson dams with exponential jumps and linear release rate |
scientific article |
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On hitting times for compound Poisson dams with exponential jumps and linear release rate (English)
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7 October 2002
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Kummer's equation
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compound Poisson dam
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exponential jumps
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linear release rate
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Laplace transform
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optional stopping
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