Compound Poisson Processes with Two-Sided Reflection

• Дата: 2002
• Автори: Gusak, D. V., Гусак, Д. В.
• Формат: Стаття
• Мова: Українська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2002
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/4200
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We consider a compound oscillating Poisson process with two-sided reflection. This process is defined by an upper-semicontinuous compound Poisson process ξ(t) and its functionals, namely the first-exit time of ξ(t) from an interval and the first-exit time of ξ(t) across the upper and lower levels. W...