Exit problems for the difference of a compound Poisson process and a compound renewal process (Q1025609): Difference between revisions

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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+Queues with Delays in Two-State Strategies and Lévy Input
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+Overshoots and undershoots of Lévy processes
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+Two-boundary problems for a random walk
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+On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
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+Two-boundary problems for semi-Markov walk with a linear drift
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+A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space
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+On limit theorems for the first exit time from a strip for stochastic processes. I
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+First-exit times for compound poisson processes for some types of positive and negative jumps
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+Semi-Markov walk on the composition of two renewal processes
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