Generalized integrated telegraph processes and the distribution of related stopping times
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Publication:4819473
DOI10.1239/jap/1082999081zbMath1052.60085OpenAlexW2142297400MaRDI QIDQ4819473
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082999081
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Cites Work
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- First-exit times for increasing compound processes
- HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE
- On prices' evolutions based on geometric telegrapher's process
- UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
- Motions with reflecting and absorbing barriers driven by the telegraph equation
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