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

MaRDI QIDQ3607388zbMATH OpenFDO

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

zbMATH Keywords

exit and entryintegral transformjumping 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)

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Cited in

(4)

• Two-boundary problems for a Poisson process with exponentially distributed component
• scientific article; zbMATH DE number 3998934 (Why is no real title available?)
• scientific article; zbMATH DE number 5220368 (Why is no real title available?)
• Duration of stay inside an interval by the Poisson process with a negative exponential component

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