Two-boundary problems for a Poisson process with exponentially distributed component
From MaRDI portal
Publication:3441257
Recommendations
- Duration of stay inside an interval by the Poisson process with a negative exponential component
- Exit from interval and entry into interval, jumping and crossing over interval by Poisson process with exponential component
- On several two-boundary problems for a particular class of Lévy processes
- On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
- First exit times for ordinary and compound Poisson processes with nonlinear boundaries
Cited in
(7)- Duration of stay inside an interval by the Poisson process with a negative exponential component
- Sojourn time of almost semicontinuous integral-valued processes in a fixed state
- Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
- On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
- Exit from interval and entry into interval, jumping and crossing over interval by Poisson process with exponential component
- Two-boundary problems for semi-Markov walk with a linear drift
- A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space
This page was built for publication: Two-boundary problems for a Poisson process with exponentially distributed component
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3441257)
