scientific article; zbMATH DE number 5220368

zbMATH Open1142.60336MaRDI QIDQ5430656FDOQ5430656

Authors: V. F. Kadankov 

Publication date: 16 December 2007

Title of this publication is not available (Why is that?)

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zbMATH Keywords

renewal processexit problemsuccessive iterations

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (8)

• A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space
• Exit problems for the difference of a compound Poisson process and a compound renewal process
• State of a process with independent increments at the moment of exit from an interval
• The difference of two renewal processes level crossing and the infimum
• 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
• Two-boundary problems for semi-Markov walk with a linear drift
• Duration of stay inside an interval by the Poisson process with a negative exponential component
• Second-order asymptotics in level crossing for differences of renewal processes

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