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
From MaRDI portal
(Redirected from Publication:5477223)
Recommendations
- On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk
- scientific article; zbMATH DE number 1285459
- Two-boundary problems for a Poisson process with exponentially distributed component
- On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem
- scientific article; zbMATH DE number 5220368
Cited in
(24)- Exit problems for the difference of a compound Poisson process and a compound renewal process
- Optimal local first exit time
- Joint distribution of the first hitting time and first hitting place for a random walk
- On the resolvent of the Lévy process with matrix-exponential distribution of jumps
- Kendall's identity for the first crossing time revisited
- Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments
- On the threshold dividend strategy for a generalized jump-diffusion risk model
- On several two-boundary problems for a particular class of Lévy processes
- On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem
- scientific article; zbMATH DE number 3881615 (Why is no real title available?)
- On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk
- Two-boundary problems for a Poisson process with exponentially distributed component
- On the total time for a homogeneous process with independent variables to stay in an interval
- Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
- scientific article; zbMATH DE number 3940331 (Why is no real title available?)
- scientific article; zbMATH DE number 1336731 (Why is no real title available?)
- Meromorphic Lévy processes and their fluctuation identities
- scientific article; zbMATH DE number 3998934 (Why is no real title available?)
- Two-boundary problems for semi-Markov walk with a linear drift
- Intersections of the interval and reflections for a semi-Markov walk with linear drift
- A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space
- The dual risk model under a mixed ratcheting and periodic dividend strategy
- Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options
- Busy period, virtual waiting time and number of customers in \(G^{\delta }|M^{\kappa}|1| \text B\) system
This page was built for publication: 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
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5477223)