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 journalArticle

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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