Ruin problem for an inhomogeneous semicontinuous integer-valued process
For a process ξ(t = ξ1(t)+χ(t), t≥0, ξ(0) = 0, inhomogeneous with respect to time, we investigate the ruin problem associated with the corresponding random walk in a finite interval, (here, ξ1 (t) is a homogeneous Poisson process with positive integer-valued jumps and χ(t) is an inhomogeneous lower-...
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| Date: | 2000 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4409 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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