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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| Date: | 2010 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2010
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2844 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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