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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| Date: | 2002 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2002
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| 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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