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Compound Poisson Processes with Two-Sided Reflection

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...

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Bibliographic Details
Date:	2002
Main Authors:	Gusak, D. V., Гусак, Д. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2002
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4200
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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