Two-boundary problems for a Poisson process with exponentially distributed component

• Date: 2006
• Main Authors: Kadankov, V. F., Kadankova, T. V., Каданков, В. Ф., Каданкова, Т. В.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2006
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3506
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

For a Poisson process with exponentially distributed negative component, we obtain integral transforms of the joint distribution of the time of the first exit from an interval and the value of the jump over the boundary at exit time and the joint distribution of the time of the first hit of the inte...