Compound Poisson Processes with Two-Sided Reflection

• Datum: 2002
• Hauptverfasser: Gusak, D. V., Гусак, Д. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2002
• Online Zugang: 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...