Exit from an interval by a difference of two renewal processes

• Date: 2005
• ISSN: 0321-3900
• Main Author: Kadankov, V.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4429
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Exit from an interval by a difference of two renewal processes / V. Kadankov // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 92–96. — Бібліогр.: 10 назв.— англ.

Integral transforms of the joint distribution of the first exit time from an interval,
 the value of the overshoot through a boundary, and the value of a linear component
 at the epoch of the exit are determined for the difference of two renewal processes.