On the exit time from open sets of some semi-Markov processes

DOI10.1214/19-AAP1525zbMath1472.60148arXiv1709.06333MaRDI QIDQ2657906

Bruno Toaldo, Enrica Pirozzi, Giacomo Ascione

Publication date: 18 March 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.06333

zbMATH Keywords

semi-Markov processesexit timeGauss-Markov processessubordinatorstime-changed processesleaky integrate-and-fire models

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15)

Related Items (6)

First passage times over stochastic boundaries for subdiffusive processes ⋮ First passage times for some classes of fractional time-changed diffusions ⋮ The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process ⋮ From semi-Markov random evolutions to scattering transport and superdiffusion ⋮ Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution ⋮ Input-output consistency in integrate and fire interconnected neurons

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