Exit from interval and entry into interval, jumping and crossing over interval by Poisson process with exponential component

zbMATH Open1164.60395MaRDI QIDQ3607388FDOQ3607388

Authors: T. V. Kadankova 

Publication date: 28 February 2009

Full work available at URL: http://www.ams.org/tpms/2007-75-00/S0094-9000-08-00711-4/home.html

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zbMATH Keywords

integral transformexit and entryjumping and crossing over intervalPoisson process with exponential component

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Probabilistic potential theory (60J45)

Cited In (3)

• Title not available (Why is that?)
• Duration of stay inside an interval by the Poisson process with a negative exponential component
• Title not available (Why is that?)

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