On a First-Passage-Time Problem for the Compound Power-Law Process
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Publication:3396374
DOI10.1080/15326340903088768zbMath1172.60318OpenAlexW1968850438MaRDI QIDQ3396374
Barbara Martinucci, Antonio Di Crescenzo
Publication date: 18 September 2009
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340903088768
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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