Distributions of stopping times for compound poisson processes with positive jumps and linear boundaries

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Publication:4237925


DOI10.1080/15326349908807527zbMath0932.60049MaRDI QIDQ4237925

Shaul K. Bar-Lev, David Perry, Shelemyahu Zacks, Daoud Bshouty

Publication date: 13 March 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807527


60K25: Queueing theory (aspects of probability theory)

60G46: Martingales and classical analysis


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