First and last passage times of spectrally positive Lévy processes with application to reliability
DOI10.1007/S11009-013-9360-9zbMath1319.60099arXiv1201.1199OpenAlexW2028459809MaRDI QIDQ2516387
Christian Paroissin, Landy Rabehasaina
Publication date: 31 July 2015
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.1199
reliabilityLévy processesBrownian motion with driftscale functioncompound Poisson processgamma processfirst-passage timelast-passage time
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items (7)
Cites Work
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