Problem of destruction and resolvent of a terminating process with independent increments

DOI10.1007/BF01559226zbMATH Open0349.60075MaRDI QIDQ1234964FDOQ1234964

V. N. Suprun

Publication date: 1976

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes (60J99) Transition functions, generators and resolvents (60J35)

Cites Work

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Cited In (16)

• Potential measures of one-sided Markov additive processes with reflecting and terminating barriers
• Optimality of Two-Parameter Strategies in Stochastic Control
• Two-sided discounted potential measures for spectrally negative Lévy processes
• A Two-Dimensional Risk Model with Proportional Reinsurance
• The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
• A two-dimensional ruin problem on the positive quadrant
• Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
• Smoothness of scale functions for spectrally negative Lévy processes
• First passage problems for upwards skip-free random walks via the scale functions paradigm
• Boundary-value problems connected with the exit of a random walk from an interval
• Resolvent of a stopping process with independent increments
• Ruin probabilities for two collaborating insurance companies
• On pre-exit joint occupation times for spectrally negative Lévy processes
• On several two-boundary problems for a particular class of Lévy processes
• Loss rates in the single-server queue with complete rejection
• Inventory Control for Spectrally Positive Lévy Demand Processes

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