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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 1, Pages 3–14
(Mi tvp2754)
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This article is cited in 22 scientific papers (total in 22 papers)
Boundary problems for a complex Poisson process
V. S. Korolyuk Kiev
Abstract:
A new approach to investigation of boundary functionals is proposed. It is based on the following idea: first one constucts and studies the potential and the resolvent of the process and then, with their help, one investigates the boundary functionals.
As an example, the distribution of the maximum of a complex Poisson process with delay barrier with positive jumps and negative drift is studied.
Received: 05.07.1973
Citation:
V. S. Korolyuk, “Boundary problems for a complex Poisson process”, Teor. Veroyatnost. i Primenen., 19:1 (1974), 3–14; Theory Probab. Appl., 19:1 (1974), 1–13
Linking options:
https://www.mathnet.ru/eng/tvp2754 https://www.mathnet.ru/eng/tvp/v19/i1/p3
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