Two-boundary problems for semi-Markov walk with a linear drift
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Publication:5324839
DOI10.1515/rose.2007.014zbMath1199.60142OpenAlexW2100927141MaRDI QIDQ5324839
Victor Kadankov, Tetyana Kadankova
Publication date: 8 August 2009
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2007.014
Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
Related Items (4)
Intersections of the interval and reflections for a semi-Markov walk with linear drift ⋮ A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space ⋮ Exit problems for the difference of a compound Poisson process and a compound renewal process ⋮ Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
Cites Work
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- Two-boundary problems for a Poisson process with exponentially distributed component
- On crossing of a level by processes defined by sums of a random number of terms
- A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
- 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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