Some first passage time problems for shot noise processes.

DOI10.1007/BF01022999MaRDI QIDQ1963629zbMATH OpenFDO

Authors J. Masoliver, George H. Weiss

Publication date 2 February 2000

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01022999

zbMATH Keywords

regenerative processesrenewal theory

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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