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

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3 Citations (Scopus)

Abstract

two-sided exit problem for a difference of a compound Poisson process and a compound renewal process

@article{aee1525c918541cda8fd42176535f46f,

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

abstract = "two-sided exit problem for a difference of a compound Poisson process and a compound renewal process",

keywords = "two-sided exit problem",

author = "Tetyana Kadankova and Victor Kadankov",

year = "2008",

language = "English",

volume = "24",

pages = "152--172",

journal = "Stochastic Models",

issn = "1532-4214",

publisher = "Taylor and Francis Ltd.",

}

TY - JOUR

T1 - A two-sided exit problem for a difference of a compound Poisson process and a compound renewal process with a discrete phase space.

AU - Kadankova, Tetyana

AU - Kadankov, Victor

PY - 2008

Y1 - 2008

N2 - two-sided exit problem for a difference of a compound Poisson process and a compound renewal process

AB - two-sided exit problem for a difference of a compound Poisson process and a compound renewal process

KW - two-sided exit problem

M3 - Article

VL - 24

SP - 152

EP - 172

JO - Stochastic Models

JF - Stochastic Models

SN - 1532-4214

ER -