Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level
We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated.
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| Datum: | 2010 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2010
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/2844 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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