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

DOI10.1007/BF01559226MaRDI QIDQ1234964zbMATHFDO

Authors 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)

Cited in

(16)

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

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