Exit problems for the difference of a compound Poisson process and a compound renewal process.

Tetyana Kadankova, Victor Kadankov

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

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

@article{2212f6c5bed14c248f4ecbd210449ca2,

title = "Exit problems for the difference of a compound Poisson process and a compound renewal process.",

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

keywords = "first exit time difference of compound processes",

author = "Tetyana Kadankova and Victor Kadankov",

year = "2008",

language = "English",

volume = "59",

pages = "271--296",

journal = "Queueing Systems",

issn = "0257-0130",

publisher = "Springer Netherlands",

}

TY - JOUR

T1 - Exit problems for the difference of a compound Poisson process and a compound renewal process.

AU - Kadankova, Tetyana

AU - Kadankov, Victor

PY - 2008

Y1 - 2008

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

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

KW - first exit time difference of compound processes

M3 - Article

SN - 0257-0130

VL - 59

SP - 271

EP - 296

JO - Queueing Systems

JF - Queueing Systems

ER -