A two-sided exit problem for a difference of a compound Poisson process and a compound renewal process with a discrete phase space.

Tetyana Kadankova, Victor Kadankov

    Research output: Contribution to journalArticlepeer-review

    3 Citations (Scopus)

    Abstract

    two-sided exit problem for a difference of a compound Poisson process and a compound renewal process
    Original languageEnglish
    Pages (from-to)152-172
    Number of pages21
    JournalStoch. Models
    Volume24
    Publication statusPublished - 2008

    Keywords

    • two-sided exit problem

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