On crossing of a level by processes defined by sums of a random number of terms

We study the joint distribution of boundary functionals related to the crossing of a positive (negative) level by a process consisting of a homogeneous Poisson process and a process defined by sums of a random number of continuously distributed terms.

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Bibliographic Details
Date:1995
Main Authors: Gusak, D. V., Гусак, Д. В.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 1995
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5484
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal